Cry out - to the police? (6)
I believe the answer is:
squeal
'cry' is the definition.
(thesaurus)
I cannot understand how the rest of the clue works.
Can you help me to learn more?
(Other definitions for squeal that I've seen before include "Inform (as a pig would?)" , "Spill the beans" , "Equals (anag)" , "Make shrill noise like stuck pig" , "Make shrill cry like stuck pig" .)