Watch through the intro scene and press the required buttons during the QTE (quick-time-events). Once your character is free, you can now control him to roam around. Drag him to the door and press the needed button to escape the cell. Once outside in the corridor, press L3 as you move forward to move faster. Continue until you reach the next torture chamber where you can pick up a pistol. Examine the pistol and press Triangle again to examine it.
Leave the room and examine the vent nearby. Press the buttons to destroy the lock then crawl into the small tunnel. When you're outside, follow the next tutorial move about moving from one cover to another. After the brief scene, move your character towards the next room just in time when a guard arrives from the lift. Aim your empty pistol at him and maintain your aim while you're walking towards him.
After reaching the top floor, you'll struggle with the guard. There will be multiple instances of applying quick-time buttons so watch out for the prompts. Continue with a few more QTEs and the scene will be over.