This is not really related to the "thief career" actually, since that job is a rabbit hole just like on the PC. However, if you mean a kleptomaniac sim, you cannot steal stuff from a house if they don't let you in. Incidentally, I've played with so many kleptos on the PC, so I haven't tried this on the PS3, but on the PC you could as a ghost enter any house any time for some reason. This would allow you to steal things from other people's houses during the night just fine, even when they're gone.
Alternatively, you can befriend the house owners during the day, then ask to stay the night, then steal from them.