"They work for the police."
Translation:One pracują w policji.
"One" is a group of people that are women only.
"Oni" is a group of people that has at least one man.
("One" in another sentence could theoretically denote anything that doesn't go under "oni" (lamps, cheetahs, tables), but we rather stick to using those pronouns for people only).
Both are accepted, that depends on the interpretation.
If you want to say that they work "in" a police department, then it's "w".
If you want to say that police is their employer (just like Bill Gates could be their employer), so they work "for" the police, then it's "dla".
Yes, although with this word those cases look identical.
dla policji (Genitive)
w policji (Locative)
A few first examples that came to my mind also had those two identical... but think about "for a company/in a company": "dla firmy/w firmie".