After you chase the man who framed you, he will escape at the docks.
There is where he drops the key card. But you cannot pursue him further.
Go back to the museum. There is a package waiting for you. Open it to read the hidden message.
The inspector is not around to see the "dragon picture", because you get the last piece in the Supply Room. She does see the "thief" picture when you print it from the video surveillance tapes. But she says she doesn't recognize him.
The security guard who was on duty is in the Clown Store. Get his timecard to find out when the theft occurred, and you can see it on the surveillance video. (As it turns out, it was about 4 AM, but knowing that will not help without the timecard.)
You can review the surveillance videos once you have the timecard from the museum guard. You can find him at the Clown Store.
You go into the Surveillance room Via the security room or the tunnel in the museum tour (near the mimes).
The theft of "The Scream" was captured on the museum's video surveillance cameras, but the tape takes too long to view. Go to the Clown Store and get the security guard's timecard, which shows when he was out of the gallery. Now when you look at the video, you will see the theft and get a photo of the thief.
There are no snowballs on Counterfeit Island. (see the related question)
Nowhere.
There does not seem to be any lava anywhere on Counterfeit Island. (see related question)
(see the related questions)
On the video of the theft, you can see that it was the "shady guy" who set you up. He is the henchman of the notorious Black Widow, who is posing as the Chief Inspector! (see related question)
no
you can't