Cole Phelps first met Elsa Lictmann in the Blue Jazz Room. The scenes show a lot of background info. Dr. Harlan Fontaine also has a cameo. Some of the scenes might not be politically correct for the 21st century viewer. The 1940's is not the age for feminism, diversity nor inclusion.
Vice Detective and resident villain, Roy Earle, set the stage for the meeting of Cole and Elsa. We'll never know why the married Cole fell in love with Elsa.