It’s entirely possible to steal a time machine and come straight here. It’s fine.
The general understanding is that as long as the time traveler gets back without much effort, they do not get to be upset about a contemp seeing their time machine and stealing it. It is a rather large temptation, and a good chunk of people here are here because they did exactly that. Most of them take a detour to try to fix something or assassinate someone or whatever, because they do not understand how time travel works, and they end up getting grabbed by a TEA and coming here officially as a temporal refugee.
You will either have to give the time machine back or pay for it if they track you down.
What isn’t fine is killing a resident of Haven. But generally, the policy is that whenever someone arrives here they get a clean slate. We understand that coming here was often fairly stressful, and it’s pretty hard to figure out what actually happened.