You're likely thinking of The Adventures of Sherlock Holmes (1989, Towa Chiki).
It's a menu-driven adventure where you:
Not a modern point-and-click, but a faithful Holmes pastiche for its time. Other NES detective-adjacent titles:
All four are on the NES Classic / Switch Online via the "NES – Nintendo Switch Online" app (Deja Vu, Shadowgate, Uninvited are included; Sherlock Holmes is not).