Your Sim will disappear into jail, this is a rabbit hole event and you will not be able to follow him or her to jail. When your Sim gets busted a cop will show up, walk over to your Sim, lecture him or her a bit, flaunt some handcuffs and they will walk off.
When you are at level 1 in one of those Dealing Skills the chance of getting busted is tuned relatively high – the higher your level, the lower chance of getting busted. Your Sim can get busted by the cops when selling cocaine, amphetamine, cannabis or MDMA. Get busted by the cops for selling, or doing drugs.
Level up in dealing skills for each sellable drug. 13 different drugs, all tailored to be as realistic as possible.