To think...用于表示惊讶，意思是“你想想看（竟然）”“真没想到（竟然）”。如：

To think of his not knowing about it! 真没想到他对此事竟一无所知!

I can still hardly believe it! To think that the President stayed at my hotel! 我到现在还不太相信！想想看，总统居然和我在同一家宾馆里下榻！

 To think that my mother wrote all those books and I never knew! 想想看，我母亲写了那么多部书，我竟然一无所知！

你的句子意思是：

To think he is sleeping on the streets tonight when he could have stolen the money and paid for a place to stay in. 真没想到当他本可以偷了钱然后花钱给自己找一个地方住一晚时，他竟然选择露宿街头。