There is no difference in meaning between those two sentences. The difference comes in where those sentences would likely be used. In a story you would likely use the first sentence "Two policemen were following him. He turned a corner to try to lose them but they were determined to catch up to him..." This sentence fits in if you were planning on adding more to your story. The second sentence is more finished so it would probably be an ending statement rather than a beginning or middle statement. "He was on his way to the secret hideout. I watched him from the window. He must have been in a hurry because as he got closer to the door I saw that he was followed by two policemen."
That might not be incredibly clear I just want to illustrate that while those sentences mean the same thing they aren't exactly interchangeable. Hope this helps! Keep learning :-)