Hiya! I love an exploration game too, I tried to give some interesting things to look at along with jumps in time.
Yes you should be able to escape the cell, in theory, here is a quick walk through:
1. Go into the art gallery
2. Visit the prison cell and pick up the candle
3. Find the candle in the bucket
4. Grab the key from behind the grill (behind the broken stall)
5. The key touched to the lock on the cell door will open it
You should be able to go down the hole in the floor to the right of the cell and then make your way up the stairs you find there to escape the dungeon.
Good luck!