Did he apply at that wal-mart? Did he make it to an actual in-person interview? If so, that may be how they identified him. Someone at the store may also know him and identified him.

If the police come looking for him, he should say nothing without a lawyer. No sense surrendering until he's sure he needs to. If you are thinking of doing that, consult with a criminal defense attorney first.

Yes, they may try and get him for burglary tools for the blade.