This page of our guide to Life is Strange True Colors contains a description of part 3 of Episode 4. You'll meet a police officer who will take you to the station.
It is a very short stage, which for the most part is just a cut-scene. You can pick several dialog options and make an important choice.
Pike asks you to sign a affidavit. He explains that you need to stop investigating, that this is useless and can only harm you.
As soon as Alex refuses, Pike will burst. There's a purple aura around him. The man is terrified. He's worried about himself, about Alex, about his family, and his job.
I'll show you the documents the company has prepared for you. It's not about just Alex, but her closest friends. You're not only risking your health and your life, but also Ryan's and Steph's. You need to decide what to do.
You'll have to make an important choice. You can sign an affidavit or refuse and take away Pike's fear.
If you choose to sign the document, you have to grab the pen and sign it. This concludes this part.