http://steamcommunity.com/id/unndunn/screenshot/630728788498401345 of the room I'm stuck in...
Look forward, you see that prison gate in front of you? to the right of it is an open doorway that takes you back to the previous room you came from. Make a left after you walk through that doorway and take the catwalk around and up. Enjoy!
This baffled me too but I figured it out eventually. This game toggles the simplistic and complex thinking switch in your brain pretty good and often. lol.