This game might be Empire City: 1931 or its clone because its box art is borrowed from the ad of Empire City: 1931 which was not officially released in Korea. However this game predates the MSX release of Empire City: 1931.
From http://www.hardcoregaming101.net/korea/part1/company-clover.htm:
Clover's first 'real' software release, Sherlock Holmes, was advertised as an Adventure game with Korean screentext. It is likely this was translated and ported from a foreign Sherlock Holmes game.