You can try to get them criminally charged with theft and/or unauthorized use of the vehicle and malicious destruction of property. The officers should be able to either charge them themselves or direct you to the place where you need to go to file charges (whether to a court commissioner or the prosecutor's office).
Civilly, you can sue them in small claims court for a breach of contract. You can only recoup the amount that was taken from you and the value of the car, however. You might also be able to get lost wages, but it is doubtful that you will be able to recover any kind of money for mental anguish. Generally, filing a suit in small claims court really just involves going to the courthouse and filling out a form stating the nature of the case and the amount in dispute.
If a prosecutor has already been assigned to the case, then yes, you should talk to him/her. Otherwise, you should talk to the police, because the police are the ones who initally file the charges for the prosecutor to review. If the police can't help you, they should be able to direct you to the right place.
You can file the civil case yourself without aid from the police with the court. You might want to try going after them both civilly and criminally because it increases your chances of success.
Both the police and the prosecutors have the authority to file charges, but it is generally easier for the police to do it, as it is their job to investigate crimes. In a criminal case, the prosecutor can make payment of restitution a condition of probation.
In a civil case, if you are given a judgment, there are documents you can file with the small claims court if payment on the judgment is not made. You can check the clerk's office for information on how to enforce a judgment if a. a judgment is given and b. payment is not made.
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