You need to go to the alley (bottom right of the map) at night. You'll meet a shady guy there some of the time; it alternates between the hooker or that guy (with sometimes street thugs), so just move forward an hour if you don't see him (he'll be on the right side of the screen). Initially, you'll just have conversation with him. After that, though, you can buy from him (click or tap on the pills icon on the left side). Among other things, he also sells lockpicks.
P.S.: Why are you quoting the OP when asking this? You can just do a normal post.
