I headed to the red light district and encountered an event where the guy was talking and i took the chance to steal the briefcase what happened then and what should i do to progress this encounter

It's a one-time event, and there's no continuation, but if you steal the briefcase, you will make Jack mad, preventing you from working at Kinky Nymph, and triggering continuous assault events at RLD. I don't recommend stealing it in the first playthrough.