A car theft won't be successful if there was any witness or some kind of CCTV caught the act. It should be hidden so that there will be no evidence. Needless to say, the act should be in secret, meaning that it should be done in the dark. There should be no light on, when it is done.
In this game, you need to drive the car all the way through the exit without getting caught in the rotating lights. If you got caught then the game is over and it is for you. How do you succeed is all up to you.