I would say leave it very open to the players. Listen to what the players ask about and reward creative, plausible ideas with a "yes."
Not knowing your players, I have no way idea what they think about being imprisoned like this. I've played with groups where this would go over like a lead balloon, and the DM is resented for "screwing the players." If things are moving in that direction, or the players are getting frustrated because they can't figure out some reasonable plan, then be prepared with a backup plan for getting them out. Something like; someone they pissed off in another adventure (or from backstory) has been looking for the PCs, hears about them being captured and sends someone to kill the PCs. In the process of trying to kill them, the PCs have an opportunity to escape since the assasin has incapacited/bribed guards and has opened the cell door - they just have to get by the assasin first.