Now you’ve paused, thinking any action could cause a temporal paradox, or damage to the future timeline.
You can also arrest them anyway. Logically, it would fit into the timeline, since if they're from the future, they should have accounted for those circusmtances, including their arrest in their future timeline. And a scan would show a fair few forms of time travel, which you can use to verify, or any connections that you might have with other temporal entities. Time travel is a bit convenient like that, until everything goes horribly wrong.
But ultimately, nothing actually prevents someone from just out and out lying. They could easily say "oh, sorry, can't say, Starfleet Intelligence business", or "I'm here on Captain/Engineering's orders", and you'd have that delay in either case to verify the story. The Temporal Prime Directive doesn't really factor into it.