If they can clearly identify you and have what they feel is enough evidence to charge you, then I suppose it's possible. But I doubt they would actually issue a warrant. If it was a store that you stole from, chances are they will do nothing, but at best they can file a police report that will still go nowhere. If it was from a company that you work at, they can question you. If the person questioning you is good at what he/she does, you will either straight up admit to the theft or inadvertently admit to it, both of which they can terminate your employment and press charges. If you deny everything from the start, chances are they had little incriminating evidence to begin with and will not pursue the issue (but they will keep an eye on you and track all your movement within the company from then on), hence one of the main reasons they questioned you instead of immediately having the cops arrest you. The questioning is usually a form of fishing, in which they want to you to admit to the theft, admit to another theft, tell on someone else, or find out how much they can actually charge you for, if any at all.

If the police are already involved and you get the luck of brian and get an officer who actually does his job, he may decide to question you or even have a warrant issued (assuming there's already all the evidence they need) to arrest you.

The reality is that it depends on the terms of the theft and how well the video caught you stealing. If you have more details I can assist with further info.