When you first arrive at the church, look to the left, go through the hole in the gate and enter the front door of the church. Once you enter, turn right and head down the hallway until you can open the door at the end of the hallway. You will find a letter that you can read.
The second part of the church prison may seem intimidating, but you will be completely safe. Go down the stairs, where you will find cells with living and dead people. Go to the far end and grab the Jail Key on the counter before entering the large empty cage. Keep going forward and make your way under some of the cages until you are grabbed by a friendly gentleman who just wants you to release him. Ignore his request. After all, you can't trust anyone in this game. Go upstairs. Here, ignore your wife's sounds and go to the end of the room where the window is. After which you will witness your wife's escape, and now you can jump out and follow her.
