I don't know if this is intentional but when I got to the first investigation, it will only let me talk to Arturo, it won't let me investigate the crime scene and I don't know what to say in order to progress.
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That means you haven't talked with Arturo enough. It's a tutorial, so there are a few things you need to talk about with him before continuing. We're planning on adding an optional 'Hints' menu for people who get stuck in the following days.
For right now, I'd suggest asking about the basic elements of any crime scene. The background of the Victim, the crime Scene and the status of the Body. :)