(FAYETTEVILLE) -- The man who Cumberland Co. Sheriff's Deputies have sought in connection with a December 27 murder and kidnapping is now in the custody of authorities in Connecticut. Cumberland County Sheriff's Office spokesperson Debbie Tanna says 23-year-old Alexander Zelaya gave himself up.

"He actually turned himself in [Thursday] morning. He drove his vehicle - the one we were searching for - to a nearby Walmart, went inside and asked the employees where the nearest police station was located."Tanna added that once Zelaya found the nearest police station, he confessed kidnapping and murder.

"He went to the police station [in West Haven, CT] and told police there that he was afraid for his life, that he was afraid police were going to kill him, and that he believed he dropped his daughter off at a truck stop -- he wasn't sure -- and that he had killed someone in North Carolina. They took him in to custody immediately."

Alexander Zelaya had been sought in connection with the December 27 death of his girlfriend, 22-year-old Marianna Reyes. Reyes's body was found in the street near her Waco Drive home in Fayetteville, early Tuesday morning. Tanna says, once Zelaya faces a judge in West Haven, where he is expected to waive extradition, Cumberland County Sheriff's Deputies will bring him back to North Carolina.

"This is a case that belongs to the Cumberland County Sheriff's Department, so we are expected to either have him driven half way here, or we will go all the way up to Connecticut to pick him up."

Zelaya's daughter, 22-month-old Juliana Reyes was found late Tuesday morning at a Food Lion supermarket in Newport News, Va. Tanna says she has been placed with family.

"She has been returned to her grandparents, who live here in Cumberland County, and she appears to be in good health." The grandparents, custodian of the 22-month-old, are the parents of her slain mother.

Zelaya has been formally charged with first degree murder for the death of Marianna Reyes. Additional charges, including kidnapping, are pending.