The only way to record calls on an iPhone is to use third party apps with third party call recording services. These work by setting up a 3 way call, with the recording service being the third caller on the call. They also announce the call is being recorded as required by law. The recording is not stored on your phone. It is stored on the recording services system and is then accessed using your online account with the service provider.
There is no mechanism to directly record a call on an iPhone. Of course you could use speaker phone and an external recording device to capture the call. But in the USA unless you announce you’re recording the person at the start of the call, the recording is unlikely to be admissible as evidence against anyone.
I find it very odd the police are asking you to provide evidence for them? It’s their job to investigate your complaint, not you.