.. What do I do with this fly-shaped bug?

In this game, this bug is an actual bug -- that is, a small electronic listening device.

Who do you know that you'd like to know more about? Well, okay, everyone in the game; but one of them will give you an opportunity to drop this little fake fly in their belongings.

Like Alec, for one. After you find out more about him --

How do I find out more about Alec?

-- leave the station, then come back later to find Alec still gone but his bag there unattended. You can now put the bug in the bag.

Once it's there, go back to the cabin in Loch Lomond and click on the "Bugs" icon on the computer to listen in. Go talk to Alec about what you hear.