I'm upset that my new roommate brought her boyfriend and boyfriend's brother over at 4:30 am
Is it because they were all in your house so early in the morning?
Yes, they were really fucking loud and inappropriate.
You should be okay with your roommate having her friends over, but be sure to let her know that there are appropriate times to do so.  It is rude to have guests and to make noise in the middle of the night, when others are sleeping.
I'm going to steal her boyfriend's personal stuff as a revenge.
Your roommate's friends' friends were surely inappropriate but it doesn't mean you should steal their stuff. You should talk to your roommate about it and deal with it like an adult.