Location
Thais Jail, below Henricus, on Harbour Street.
Notes
Normally, you can't see this NPC, therefore it is actually unknown what the function is. You can hear him suffer and cry from a distance though:
Prisoner: Ahhhh!
Prisoner: Have mercy!
Prisoner: I admit! I admit!
Prisoner: I repent!
Prisoner: Noooooo!
Prisoner: Please! I beg you to stop!
Prisoner: Take it away! Please!