You'll find them in time when you get a certain object. If you can't find your lockpick, re-read your objectives and re-read your map. You'll still get the objective if you do interrupt it, but it'll look weird. Don't interrupt the first conversation, it triggers a new objective. Better loot everything while you can as the guards won't wait for you.
Some places without patrols may become patrolled later. You can't return to some places but worry not, there's neither loot nor equipment to be found inside those places. Nothing keeps you from returning and bashing everyone's head to your heart's content. You don't have a blackjack at the beginning, but you're not forced to ghost it. Please don't play it with HD mods as it'll only make the FM look like a garbled mess between low-poly and HD assets.
This FM was made with T2 and TG content only.