One more time, what for an answer...
PvE for levelling?? lol.
I do pve for farming. So the interest of pve is to kill npc's and take her stuff back.This stuff can be trade, or used for PVP.
Thief are only present in safe town like ncr, and if you are a little be careful, no one will never steal you, because they come only when you are speaking with the trader.
Pve works like that:
You go on the wolrdmap and surch about encounters. When you find one you can do it in real time or in turn based mode, this can be change in the settings of the game. Then if you successfull kill them all, you can take the stuf.
Ok, it happens that sometimes, Players-killer spawn in the same encounter, and try to kill you, but it happened not much.
If you love fallout 1 and 2, try the game, you can craft, do quests, kill npcs, make a team, roleplay etc.