A search warrant is a court order that allows police to search a certain piece of private property and collect evidence of an alleged crime; search warrants are part of criminal investigations, and the evidence collected can be presented to a grand jury or at a criminal trial.
When a person steals something from their local mall, grocery store, Walmart, gas station, or other retailer, they may not think about the consequences. After all, it is just a candy bar. Or maybe it is a pair of shoes. Or it could be a Rolex watch.