You will need to purchase the Security Desk and at least 1 Security Camera to place in your store under the 'Devices' tab. Once you have this placed, enter the Security Desk and begin scanning customers by right clicking on them until the bar is filled. Once it is filled, either a check mark or the icon for the achievement will appear over their head. If the icon for the achievement appears you have a thief. You can check your progress towards this achievement on the Managers Blackboard under the Statistics section. Once "Thieves Caught in CCTV" is at 10 you are good.
This achievement will unlock after you close your store for the night after you have scanned your 10th thief in the CCTV.