'You'll have to X ' does means you need to/must do X. However, of course, the criminal here isn't saying to the police officer 'you must catch me' because he doesn't really want to be caught.
In this case, the criminal is taunting the police officer. His meaning is 'you can't arrest me because you haven't 'caught' me yet - you have no p
aaa, yes, you are right. I forgot to express, that the criminal actually doesn't want to be caught. So my sentence should have been like:
The criminal is mocking the police officer, that he will have to catch him first, before he will bring him to the custody. Probably the criminal is escaping from the jail or something...