This is a bit of an aside for how to setup an arc that is specific to murder mysteries: setting up the victim. While the victim can't be one of the central NPCs, they are still a big part of what is going on. After all, the whole point of the arc is figuring out who killed this character, and why they did it.
So today we're going to set up the victim. And guess what, we're going to do it by establishing three things. Well, that's not 100% true. We're going to establish 9 things. Three things for each of our main NPCs in the murder mystery!
Thing 1: Something That Indicates The NPC Would Not Be The Murderer
The first thing we want to establish is something that would indicate to the PCs, or other detectives, that this character is not the murderer. It is something that establishes a relationship, but indicates a positive relationship and one that would preclude murder. A lot of times this can be as simple as "they're my husband/wife/child/brother" which indicates a familial bond. Friendship is one. Other positive relationships can be needing the victim to do something for them - something as yet undone but very important.
Thing 2: A Reason The NPC Could Be The Murderer
Every major NPC should have a reason and motive to be the murderer. If you only have one person with good reason then it isn't much of a mystery now is it? With novels they often recommend having 4-5 suspects. TV shows tend to go with 2-3. I'd recommend going with 2-3 for games. It helps keep things focused and helps keep things going smooth. You don't have the same type of pacing control you have in a book or TV show, so the smaller number can help.
Obviously the murderer needs a good reason, but it is important that others have reasons too and reasons that are at least as compelling as the murderer's reason.
Thing 3: Something Else the NPC Doesn't Want Found Out
Finally, you want something embarrassing or that the living NPC would fight to keep hidden. This is something that should threaten to come out just from the relationship between the NPC and Victim being looked into. It gives a reason for the NPC to lie to the detectives and be less cooperative.
How dangerous this is to the NPC is up to you, but it needs to be important enough they'll risk making themselves look suspicious to keep hidden. Even if it only feels that way to them.