Steve had to have put what happened to Bucky (falling from the train) in his official report when the incident happened since that was what happened. Even if he didn't, someone would have. Since the documents are 70 years old now, they aren't likely classified, and even if they were, SHIELD would have been able to have read them. That's probably what had caught his ear when she spoke about it. They where in her office sitting down and talking together. "I can just as easlily go at this alone and work my own separate case." He was going to get to the bottom of this with or without there help.