A person who compulsively steals whatever they come across -

Kleptomaniac: 
English Meaning - Someone with a very strong wish to steal that they cannot control, usually considered to be a type of mental illness.
Bangla Meaning - চুরির স্বভাব আছে এমন ব্যক্তি।

Other options, 
Dipsomaniac - (সুরাসক্ত ব্যক্তি) Someone who suffers from a strong need to drink alcohol. 
Megalomaniac - (নিজেকে অতি বড় ভাবার বাতিকগ্রস্ত ব্যক্তি) Someone who has an unnaturally strong wish for power and control, or thinks that they are much more important and powerful than they really are.
Pyromaniac - (এক ধরনের মানসিক রোগ) Someone who suffers from pyromania (a mental illness in which a person feels a strong wish to start fires).

Source: 
1. Cambridge Dictionary. 
2. Accessible Dictionary by Bangla Academy.