Theory:

     The girl turned onto a wide bridge and walked up. Velu stopped and peeped over the railing. Under him, the road ran into the city. In the distance he could see huge buildings and towers and more roads.

     “See that big building with the wall around it? If you’re not careful, you’ll soon be counting bars there.” The girl grinned and pointed at a huge building. Velu squinted and read the Tamil sign, Central Jail.

     “Why? I haven’t done anything wrong.”

     “You don’t have to do anything. Just don’t get caught, that’s all.”

     What does she mean, Velu wondered. Meanwhile the girl was already heading down the bridge with the sack on her shoulder. What was in it? He had seen her putting plastic cups into it at the station.
Explanation:
  
Later on, the girl and Velu turned onto a wide bridge, and they started to walk on the bridge. Later on, he looked over a railing. Under the wide bridge, there was a big road through which one can reach the city. While standing on the bridge, Velu could see the streets, significant buildings and towers in the distance.

On seeing a huge building, the girl advised Velu to be very careful. If the policeman saw them  moving here and there, he would put them behind bars. Velu looked at the signboards, and it was written in Tamil. Velu read the board as Central jail. Velu was puzzled because he did not understand what she was conveying to him.

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Central Jail
 
Velu expressed to her that he had not done anything wrong. The girl said to him, “You don’t have to do anything. Just don’t get caught, that’s all.” It means that if the policemen saw Velu roaming here and there, they would catch him and put him behind bars without any reason.

Velu was again confused, and he was not clear about what she said. Meanwhile, the girl did not bother about anything, and she started moving fast.  The girl was heading down the bridge with a huge sack on her shoulder. Velu asked her what she was carrying in that bag. He saw that the girl was picking some plastic cups and putting them inside it from the railway station.
 
Meanings of the difficult words:
 
S.No
Words
Meanings
1
BridgeA structure carrying a road, path, railway across a river, road, or other obstacles
2
PeepedLook quickly and furtively at something, especially through a narrow opening
3
GrinnedExpress with a broad smile
4
PuzzledUnable to understand; perplexed
5
WonderedDesire to know something; feel curious
Reference:
National Council of Educational Research and Training (2008). It so happened. Children at work- Gita Wolf, Anushka Ravishankar and Orijit Sen (pp. 7-16). Published at the Publication Division by the Secretary, National Council of Educational Research and Training, Sri Aurobindo Marg, New Delhi.