# He was with them, going in and out around Jerusalem

Here the word "He" refers to Saul, and the word "them" probably refers to the apostles and other disciples in Jerusalem. 

# in the name of the Lord Jesus

"about the Lord Jesus" or 2) "name" is a metonym for authority. Alternate translation: "under the authority of the Lord Jesus" or "with the authority that the Lord Jesus gave him"