As dramatic as it is, the trailer gives you absolutely no idea what the movie is about but according the one sentence explanation on Wikipedia:
A contemporary science fiction action thriller set within the architecture of the mind.

I'm betting it's going to make a bunch of grand but ultimately baseless metaphors like The Matrix and try to cover that up with some eye candy (which is all that this trailer even had). I'm probably going to dislike it but we don't really know shit at this point.
When I see that trailer, the first thing that comes to mind is Ghost in the Shell. Not so much from the look, since it appears to be present day or close to it, but in some of its ideas. It seems like it's probably a world where people can connect their minds directly to computer equipment or the internet [something like that], like how everyone in Ghost in the Shell had cybernetic brains. From what I can tell, Leo is some kind of idea thief who infiltrates people's brains and looks around for good ideas to steal and use for his own.
"Your mind is the scene of the crime."
It means that Leo's gonna break into your mind and steal a bunch of stuff. Like if a thief broke into your house and stole your TV, then your house would be the scene of the crime.
The bit about not recreating things from your own memory is probably a way of not leaving behind anything that can be used to track you down.