The police themselves cannot or usually will not tell you if someone is in their custody and in jail.
However if you go to the jail then they might be able to tell you if someone is in jail in their custody.
Also most jails have an inmate list or inmate roster where you can go online and see if they have someone in jail.
You can enter the persons name and the database will show you if they are in their custody at that jail.
Or if the person was sent to prison the prison website for that state should show if the person is in prison or not.
If you call the jail they may be able to tell you if someone is in jail as well.