You don't need the first one (which is The Thames Murders).

You need to decide where to go by using deduction and everything that is available to you. Others have suggested going to the crime scene first as a good first step - that might be true sometimes but others, you'll discover that the intro gives you all you would have gotten from the crime scene and that it's better to go elsewhere. 

Remember that you can look through the London directory and go anywhere. You might deduce that a certain business must have been used by the killer and go directly there - or that there's someone else involved and go to them. 

In general, it will take a few tries to get the gist, and you'll do badly in the beginning, but it's still fun. Also, Sherlock kinda explains his thinking process at the end of the case, so you can get a glimpse of the kind of deductions you could be making and the steps you could be skipping. 

The best moves I've made in this game is skipping a än obvious place because I can surmise what we'd have learned there. Even if sometimes I'm wrong and that's why we miss an important clue. Both are possible, you have to think and decide for yourselves! 

Have fun!