She is not under arrest or now facing any charges.
Paddock killed 59 people and wounded hundreds more at a country music festival near his hotel.
Police say the shooter killed himself. FBI Deputy Director Andrew McCabe told CNBC on Wednesday that the lack of a clear motive was a "surprise" in this mass shooting.
"A team of six officers that approached security, they went up the elevators after discussing the situation with the security and obtaining intelligence", Lombardo said.
Police believe Paddock acted alone when he sprayed gunfire on the crowd at the Route 91 Harvest festival.
"No one can put the puzzles together", she said.
"It's a pity, though, because he's the only one really who can answer this", she said.
Immigration documents show Marilou Danley had been overseas for weeks and was in the Philippines on Sunday when Paddock opened fire on a crowd, killing 59. She tells him he doesn't have to get up, but he insists.
Sheriff Lombardo said that he didn't know what the suspect Stephen Paddock was planning with the explosives, if anything. "Only Marilou can maybe help", she said. "There are some accessories that are available on the market, such as a bump fire stock or a slide fire".
The killer also had cameras set up inside and outside the suite. "That's why you can't find out anything about him", his brother, Eric Paddock, said from his home in Florida.
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Later Sheriff Joseph ( Joe) Lombardo said officers found 10 rifles in Paddock's room, where he checked in September 28. The bingo parlor was opened as part of the nonprofit organization Center for Educational Reform in Eugene, Ore.
Another witness said: "Police said run and we started running".
Paddock wasn't able to move into the room until Saturday, said the person, who was not authorized to speak publicly and disclosed the information to the AP on condition of anonymity. They are still hoping friends will come forward to fill in some blanks, because Paddock did not share life details on social media, and as a retiree, he had no coworkers to confide in.
President Trump's visit to Las Vegas on Wednesday is his second trip in two days aimed at comforting the victims of tragedy: In Puerto Rico on Tuesday, it was victims of Hurricane Maria; in Nevada, it's the families and survivors of a mass shooting opposite the Mandalay Bay Resort and Casino.
A Philippines immigration spokeswoman said Danley arrived in the Philippines on September 25 on a flight from Hong Kong.
Paddock's neighbors in Mesquite were similarly dumbfounded to discover the killer lived in their midst. She spoke with the Federal Bureau of Investigation and Las Vegas police today, Lombard said.
The search for Danley initially spanned several countries, with conflicting reports she could have been in Japan or the Philippines at the time of the shooting.
Attorney Matt Lombard is working with Danley, according to Lori Stanton with Lombard Law.
The Daily Mail newspaper in the United Kingdom published several photos taken in Paddock's room after the shooting. The devices essentially allow legal rifles to serve as automatic weapons, which are largely illegal in the United States.
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But those rifles were far from the gunman's only weapons.