In English, the definite article the is used to refer to specific instances of something. For example, in the phrase "the armed forces of Brazil", we use the because we are referring to specific armed forces. In "call the police", we use the because we're referring specifically to the local police that we want to call.
When we want to refer to a plural noun in general, we don't use an article. (This is sometimes called the zero article.) For example,
Rabbits got into my garden and ate all my lettuce.
We don't use an article here because we are referring to a general number of nonspecific rabbits. But we would say
Mr. Jones, the rabbits that you bought last week got into my garden and ate all my lettuce.
because here we are referring to specific rabbits - the ones that Mr. Jones bought last week.
In the case of your newspaper article, it would not be grammatically wrong to say
The police are investigating
if we are referring to specific, known police. But if we want to refer to police in general, we don't use the article. In English, it's very common to not use the article when we're referring to something as an institution, like courts or police.
When to Use Articles Before Nouns
Zero Article in English Grammar