Aw, yours came from downstairs.
I had to make my guy walk backwards up the stairs to kill them.
Also, on the very roof of that building is a 4-shot pump-action shotgun. Might be worth picking up.
And back in the store/warehouse thing you started in is a crate you can break into that has a backpack.
Actually, on the first map there, there's the 4-shot shotgun, the backpack, like 5 lockpicks, and 60 or so rounds of 5.45mm ammo to loot. Besides what you take off the still-warm bodies of your enemies.