That would depend on his age....and the amount of money he stole. If he is very young, you speak to him...you tell him you know what he did...how wrong it is, and why....and tell him that if it ever happens again you are telling everyone.
If he is an older family member, and he knows better, and he is stealing from his own family, find out why. He may be in real trouble....on drugs....gambling debts....mentally ill...drinking problem....and get the family together to help him.
at least you should tell your family unless you all are filthy rich republicans
And right hand *chop*
Tell him you know and tell him to fess up.
My little brother would never do that, because he doesn't exist.