Can you request for police officer to escort you to get your belongings from an old employer?

Yes, although whether the local police will provide an escort is determined by their department's policy. In most cases, an employee leaves the employer's premises with all their belongings when the employment is terminated. You might be best off to just call the employer, explain you want your stuff back, and see if you can set a time to come by and pick it up. The police will not mediate a dispute as to what property is yours and which is the employer's. If you and the employer can't come to terms on that, your best recourse is probably small claims court.