The Administrative Commission detective is an Anemo character and before unleashing wind on the enemy you will first need to upgrade the character a little. Here is the complete list of the materials needed for Heizou.
Complete list of Materials used by Heizou in Genshin Impact
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bxakid
If you're looking to upgrade your Heizou here is the complete list of the materials you'll have to farm to Ascend the Anemo Archon and his talents.