Head down the stairs from the street and you'll need to follow a white line while your Profiler is open, to reach a stack of wood pallets at th eedge of a fenced area. Near the north central side of The Loop region, you'll find a crate behind a locked door that is in the underground tunnel. That unlocks the door you saw earlier, so you can enter the room for another crate. Then you can drop around into the fenced area on the rooftop and scan a lock from close at hand, rather than a distant camera. It's possible to climb onto that sloped ledge, from the side (not the front) and onto the roof. There, you can see a sloped ledge leading up to another roof. Continue around back behind the building to find a ladder to a low rooftop. If you head around to the side, you'll find a locked door. There is a large building with "Sweet & Spice Thai" signs on its face. Look on the large island near the western side of the Mad Mile region. You can point to the lock on the roof and scan it to unlock the door, then head around behind the building on the ground level to find the crate and an Audio Log. The camera that points toward the security lock is on a building across the street. It is hidden around the back side of a large building. Near the northwest portion of Mad Mile, not terribly far south of the hideout in that vicinity, you'll find a crate. I'm providing general instructions to find each crate below, by region, with screens showing the location on the map and the location of the door you have to enter to find the crate. You can find the crates in any order that suits you. To complete the investigation, you'll need to look for the icons on the map (unlocked by clearing ctOS towers) and then. That's also a requirement before you can complete the mission that ends the investigation. Though you can search for the crates ahead of that phone call, you'll have things easier if you wait until after Tobias makes his request.
If you find all of them, you can obtain a silenced Goblin weapon and an achievement. In Act II, you will complete a mission called "One Foot in the Grave." After you do that, you'll receive a call from a character named Tobias, who wants you to find weapons crates around the city of Chicago. Watch Dogs Guide > Investigations > Weapons Trade