How do I get landmarks in L. A. Noire?

Okay, so I have a list of landmarks, badges, and whatnot for the game. Using the map, I went to the location of a landmark (LA Cold Storage Co.) during the opening case, but I have no idea how to get the game to acknowledge that I found it. I know it's the right building and I walked all around it to look up at it, but got nothing. It's the second one I went to. Do I need to wait until a certain part of the game before I start finding these? Already got a newspaper, so I figured I would get them along the way to the gun store, but can't figure out how, and the game tells you nothing.