Sarah goes to the address she found in Katja's briefcase and follows Alison leaving for her kids' soccer game in episode 1x02 “Instinct”. Helena has to talk to the police about the Pouchy murders in episode 4x03 “The Stigmata of Progress”.
Appears in 2 additional episodes.
Alison and Donnie host Aynsley and Chad in a flashback while Art and the Neolution cops search the house in the present.
Sarah arrives and chats with everyone in the kitchen and later that night Felix meets Rachel out front and gets the list of all the Leta clones.
Source: Orphan Black — Wikia