Use the note as proof that the Twilight Gang did it.

You wish it was that easy. The Twilight Gang is essentially invisible. No one knows who they really are, or where they're based. All you know are their names and who bankrolls them - Criminal Mastermind - and that's only because of your introduction to them back in '04. You can head out to the cops and tell them you know who did it, but that'll be the end of it. Case closed. They can't catch the Twilight Gang. But you can. Step one is finding out how they got in and got out the way they did. Step two is finding out where they got out to. Step three, of course, is finally bringing them in.