Jag vill polisanmäla inbrottet.

Because after vill in Swedish, the next verb normally comes in the infinitive without att.

• Jag vill polisanmäla inbrottet. = I want to report the burglary to the police.

This is like other common patterns:

• Jag vill äta. = I want to eat.
• Jag kan simma. = I can swim.
• Jag måste gå. = I must go.

So vill is followed directly by the infinitive: polisanmäla.

Polisanmäla is a single Swedish verb meaning to report something to the police.

It is built from:

• polis = police
• anmäla = to report / notify

So polisanmäla literally means something like police-report.

In this sentence:

• Jag vill polisanmäla inbrottet.
  = I want to report the burglary to the police.

This kind of compound verb is very common in Swedish.

Because inbrottet is the definite form of inbrott.

• ett inbrott = a burglary / a break-in
• inbrottet = the burglary / the break-in

Swedish often puts the definite article at the end of the noun instead of using a separate word like the.

So:

• Jag vill polisanmäla inbrott. would sound incomplete or unnatural here.
• Jag vill polisanmäla inbrottet. means a specific burglary, the one being talked about.

Because Swedish usually expresses definiteness by adding an ending to the noun.

Compare:

• ett inbrott = a burglary
• inbrottet = the burglary

So English uses a separate word (the), but Swedish often uses a suffix instead.

You do sometimes see both a separate determiner and a definite ending in Swedish, but that happens in other structures, such as:

• det stora inbrottet = the big burglary

In your sentence, only inbrottet is needed.

Vill is the present tense of vilja, which means to want.

So:

• vilja = to want
• vill = want / wants

In the sentence:

• Jag = I
• vill = want
• polisanmäla = report to the police
• inbrottet = the burglary

So the structure is:

subject + present-tense verb + infinitive + object

That is very common in Swedish.

Yes, absolutely. That is also natural Swedish.

• Jag vill polisanmäla inbrottet.
• Jag vill anmäla inbrottet till polisen.

Both mean essentially the same thing: I want to report the burglary to the police.

The difference is mainly in wording:

• polisanmäla is a compact verb meaning report to the police
• anmäla ... till polisen expresses the same idea in a more expanded way

A learner should understand both.

No, they are different.

• inbrott = burglary / break-in
• rån = robbery

A useful distinction:

• inbrott usually means someone broke into a place
• rån involves taking something by force or threat, often from a person

So inbrottet here specifically means the burglary or the break-in, not a robbery.

Because Swedish word order here is very similar to normal English word order:

subject + verb + object

More specifically:

• Jag = subject
• vill polisanmäla = verb phrase
• inbrottet = object

So the sentence order is natural Swedish:

• Jag vill polisanmäla inbrottet.

If you move things around, you may create emphasis or a different structure, but this is the basic neutral order.

A natural past-tense version would be:

• Jag ville polisanmäla inbrottet. = I wanted to report the burglary to the police.

Here only vill changes:

• vill = want
• ville = wanted

The infinitive polisanmäla stays the same after the modal-like verb.

The main stress is usually on -mä-:

• po-lis-an-mä-la

A rough guide for an English speaker might be:

• po as in a short po
• lis with a clear long i-like vowel
• an
• mä with an eh/ae sound that does not exist exactly in English
• la

The letter ä is important here. It is not the same as a. Listening to native audio is especially helpful for words like this.

Yes, it sounds natural and standard. It is exactly the kind of sentence someone might say in a real situation.

It is fairly neutral in tone:

• not overly formal
• not slangy
• very usable in everyday life

If someone were actually speaking to the police, they might also say:

• Jag vill göra en polisanmälan. = I want to file a police report.
• Jag vill anmäla ett inbrott. = I want to report a burglary.

But your sentence is completely natural Swedish.