He has repented from stealing from the kuffaar
Question

I live in a non-muslim country and for a long time was committing many sins, but, alhamdu_lillah who has guided me to his straight path I have repented. However, before I repented I use to do things such as steal from shops, cheat the government for social security money, take public transport without paying and things of that nature (may Allah forgive me). If I inform the authority of these things I will be imprisoned in non-muslim environment! please tell me what I should do! and please ask Allah to forgive me.
Praise be to Allah.Who has honoured you by enabling you to repent, We ask Allah to guide us all to the Straight Path and to make us steadfast in following it until death. 
You should note that it is not permissible for the Muslims to cheat anyone and take his money unlawfully, even if he is a kaafir. 
If the Muslim commits any sin, whether stealing or anything else, then repents before the matter is referred to the judge, then he is spared the punishment in that case, and it is not permissible to punish him, because Allah says concerning banditry (interpretation of the meaning): 
“The recompense of those who wage war against Allah and His Messenger and do mischief in the land is only that they shall be killed or crucified or their hands and their feet be cut off from opposite sides, or be exiled from the land. That is their disgrace in this world, and a great torment is theirs in the Hereafter.
Except for those who (having fled away and then) came back (as Muslims) with repentance before they fall into your power; in that case, know that Allah is Oft-Forgiving, Most Merciful”
[al-Maa’idah 5:33-34]
And the Prophet (peace and blessings of Allah be upon him) said: “The one who repents from sin is like one who never sinned.” And the one who did not sin cannot be punished. 
Al-Ikhtiyaaraat al-Fiqhiyyah, p. 510-526; al-Mughni, 12/484 
It was narrated from ‘Abd-Allah ibn ‘Umar (may Allah be pleased with them both) that the Messenger of Allah (peace and blessings of Allah be upon him) said, after al-Aslami had been stoned, “Avoid these immoral actions that Allah has forbidden. Whoever does any of them, let him conceal that which Allah has concealed, and let him repent to Allah, for whoever tells us what he has done, we will carry out the ruling mentioned in the Book of Allah on him.” (Narrated by al-Haakim in al-Mustadrak ‘ala’l-Saheehayn, 4/425; al-Bayhaqi, 8/330. This hadeeth was classed as saheeh by al-Haakim, Ibn al-Sakan and Ibn al-Mulaqqin). 
See al-Talkhees al-Habeer, 4/57; Khalaasat al-Badr al-Muneer, by Ibn al-Mulaqqin, 2/303. 
Based on this, you do not have to go to the authorities and tell them about your stealing, rather it is sufficient for you to repent sincerely. But you have to return the money to its owners, because your repentance is not valid otherwise. You do not have to tell them that this is money that you stole from them, especially if you are afraid that they will put you in prison. What matters is returning the money etc to its owners. So you could put it in an envelope, or give it to someone who will give it to them, etc. 
You must also return the government’s money, and the money of other people. If you do not know exactly how much the money was, then estimate what you think is most likely, i.e., pay until you are sure that you have done what you must do. 
If you do not know who the owners of the money are, then you can give it in charity on their behalf.