As soon as you wake up in the cell, approach the pipe that lets steam out and force it out. Use the tool to knock a hole into the prison wall, in the spot where mortar is crumbled. Take the same steps as in the case of using the hatchet to knock holes into walls of ancient buildings.
Cross the hole in the wall, into a small room. In here, you will find a new bow and a rope. From now on, you can attach rope to an arrow and shoot it at specific spots to get into inaccessible areas.