This case is your character's continuing search for a new home.
The first order of business is to see Anne-Claire; open the map from the Startling Developments screen and go to Anne-Claire's room. Speak to the girl and she'll open Hobo Alley on your map, as well as opening The Game Is Afoot.
Once you've completed Case 6: The Nobel Pee Prize, you can go into The Shithole in the north east of Hobo Alley and look through the three rooms there.
This case is not completed in Epsiode 1, and will be continued in Episode Two.