Reading through the references on Jim Thompson's Wikipedia page, I enjoyed this biography by Patrick Deese. In particular, Deese offers this insight into how Thompson learned to write crime stories:
"Thompson made ends meet for a few years [in the early 1930s] by writing pieces for true crime magazines . . . His wife and sister would comb the newspaper archives, looking for murders, which Thompson would then rewrite into a popular set of first-person view point articles. It was here that Thompson cut his teeth and honed his sinister style. "
When Deese says "first person view point" he refers to the way these magazines presented crimes stories "as told to" a writer by the detective who solved them. If Thompson and other writers worked from news stories, the detective may have done no more than endorse the story as written.
Re-writing news stories from the point of view of someone involved sounds like a great writing exercise. Thompson would have developed an ability to make a story sound like it was being told by a big-city homicide detective, a small-town chief of police, or other law officer.
This facility for writing in the first person served Thompson well. Many critics think his best novels are those written in the first person---The Killer Inside Me, Pop. 1280, Savage Night, and others. Arguably no one has done first person better than Thompson.