After it has been stolen, and you identify the thief, you chase him but he gets away. Go back to the museum and get the package sent to you. You will get a key to the Inspector's house and recover it there.
In Counterfeit Island you go and find the person who stole The Scream that's the painting that gets stolen at one point. Then you must find the criminal who stole it.
In the museum.
The Scream
Behind the abstract painting.
you find a splattered painting and in the top right corner the painting is peeling and "the scream" painting is behind it
it is on the top level in the middle of the museum.
the picture of the guy that will steal the scream!
You go down and go to the scream.
As it turns out, it's impossible to. You are used by the thief to cover his theft. You will eventually find and recover it.
If your talking about the scream, just click on the picture.
the strange man stealing the scream
You go to the scream and then you click on the painting.