From the movie Saving Private Ryan:
We're here looking for a Private James Ryan. He's part of your outfit. Any chance at all you policed him up?
What does that mean?
In WWII Army jargon to 'police' an area meant to go over it carefully, picking up the rubbish: common make-work for men in barracks.
Capt. Miller uses the expression ironically here to ask whether Ryan managed to join his unit after their drop - an operation which typically spread men over many acres and even square miles.
The original poster's example is making an analogy to "policing your brass". The speaker is asking if the listener has found or collected Private Ryan.
Firing guns (especially semi-automatic or automatic weapons) results in the ejection of brass cartridges. Before firing, the brass contained the bullet and the propellant. Upon firing, the brass becomes far too hot to touch, and is flung out the side of the gun. After you are done shooting, you are expected to "police your brass". In other words, clean up the (now cool) brass cartridges.
Ironically, "brass" is also a way of referring to high military officers. Private is almost as low a position as possible for a combat troop (such as Private Ryan).