Some guards should have come and attacked you while the man in the cell was being interrogated. They key is found on one of them or on the two enemies that were in the room initially.
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use the key to open the door.
You press the Escape key.
There are different walkthroughs for the game Escape from Busty Island. YouTube has a few different tutorials. It hints that a person needs to find the key in the locker in order to escape.
The Black Widow key card is dropped by the art thief (shady guy) when he makes his escape by boat.
It is, simply put, the 'Esc' button found on the top-left of your keyboard. ;)