As well as his notebook, Lewton has a bag in which he puts any objects he happens to find. This is the object inventory (often, 'the inventory') and can be accessed by clicking on Lewton and then on the bag icon, or by pressing F2. At the start of the game you will have one object - Lewton's purse. You will collect others as the game progresses. Unlike other computer adventure games, the number of objects in Discworld Noir is quite small. Most of the game depends on clues, not on objects.
You may pick up any object in the inventory by clicking on it, and then use the object by interacting (double clicking) with game tags while the object is in Lewton's hands."
You have to hit ENTER to pick up an object, not left click. Hold the cursor over the object until it says the name of the object on the screen, then hit enter on your keyboard.
Here is a link to the whole manual: http://www.ihobo.com/archive/noirmanx.html