We know that Jimmy is desperate for his father's approval
because of the efforts he put into finding out who Mephistopheles was.
The reader can sense that Jimmy was desperate for his father's approval because of the effort he put into uncovering the case of Lucy Welch's death.
The case also worried him as he was seen discussing it with Doctor Larsen. The doctor provided useful tips that helped the case.
After his consultation with Dr. Larsen, he took the photograph's book to all the places Mephistopheles killed women. These places include the bar where Helen Dunn worked and the Huggins apartment.