Prefecture de Police is the name of the national police place, where you send people to be interrogated, renew your visa, change your car license, and get other papers done.
Just to give you an outline about the French police. There's three kinds.
National police (police nationale)
City police (police municipale)
Gendarmerie (military police)
The first has all the rights of a policeman all over France. Your equivalent would be the FBI on a smaller scale
The second is considered an adjunct to the first, limited to their city, reporting to the mayor and to the police nationale and the gendarmerie and whose role is to keep the peace. In case of crimes they hand everything to the police nationale or the gendarmerie and just give a hand. As far as I know they don't have detectives.
The Gendarmerie is a military unit, born of the royal policemen and peace keepers of the pre-revolution. It has the same rights than a policeman all of France.
So, all that said, a cop in Paris would say : Detective Dubois, police nationale
or Detective Dubois, police
If you want to use a gendarme, you give the rank.
Lieutenant Dubois, Gendarmerie nationale
Or to make things even more complicated, the policemen (not the gendarmerie) can instead give the name of their department. Brigade criminelle for crimes/murders, brigade des Stupéfiants for drugs...
http://en.wikipedia.org/wiki/Law_enforcement_in_France
They never say which city they are from as both police and gendarmerie are a national unit.
PS: Never put a capital letter in the middle of a family name in France. This is Canadian spelling, not French. So Dubois, not DuBois.