What was Omniums, and why did Griffin enter it?

Are you referring to the following passage?

I had thought I should find the doors open, but they were closed, and as I stood in the wide entrance a carriage stopped outside, and a man in uniform—you know the kind of personage with ‘Omnium’ on his cap—flung open the door. I contrived to enter, and walking down the shop—it was a department where they were selling ribbons and gloves and stockings and that kind of thing—came to a more spacious region devoted to picnic baskets and wicker furniture.

The root word of Ominium means "all." This would be an emporium of stores, or a department store that carried a bit of everything. His purpose in going there was sleep and then rob it after closing.

The place was already lit up and agreeably warm, and I decided to remain where I was, keeping a cautious eye on the two or three sets of shopmen and customers who were meandering through the place, until closing time came. Then I should be able, I thought, to rob the place for food and clothing, and disguised, prowl through it and examine its resources and perhaps sleep on some of the bedding.