A crime is an act that breaks the law, which—if caught committing one by a guard—will incur a bounty scaled to the severity of the crime. The Nerevarine has the option to go to jail, pay a fine or resist arrest, although a guard with a high enough disposition can lower or even remove a bounty.
The game does not indicate if the Nerevarine is committing a crime, or indicate stolen items in the Nerevarine's inventory.
Attempting to, or successfully picking a lock to a character's property incurs a bounty of 15 . Trespassing a civilian's house is a bounty of 50 but doing so to property of authority (e.g. guard barracks) causes a 100 bounty.
If the Nerevarine is caught stealing an item that belongs to a character (although what items are property is down to common sense, as a result of the game not specifying what is property) a bounty according to the value of the stolen item(s) is incurred.