Thievery is stealing — the activity of taking things that belong to other people. It is an uncountable noun: you say 'thievery is a problem here', never 'a thievery' or 'three thieveries'. For a single event you switch words: 'a theft'.

What separates it from 'theft' and 'stealing' is tone. 'Theft' is the legal, police-report word (car theft, theft of a phone). 'Stealing' is the plain everyday word. 'Thievery' is old-fashioned and a bit grand, and modern speakers usually reach for it when they want that flavour — in historical writing, or, very often, half-jokingly: 'the great biscuit thievery of last Tuesday'. Journalists and politicians also use it for scorn, to make ordinary corruption sound like something out of a story: 'years of thievery by the ruling family'.

So the meaning is easy and the register is the real lesson. If you want to be understood plainly, say 'stealing'. If you write 'thievery' in a serious modern report, a native reader will notice the word before they notice your point — which may be exactly what you want, or exactly what you don't.