It's much more than giving you a visual opportunity. You haven't told us much about your story, but I would assume that your captive wants to escape. The sonic clues - since s/he has (I assume) a limited visual range - can give him/her information about where s/he is (as I mentioned previously) and what might be available to facilitate a get away. The train or passing vehicles are possible transport away from her/his situation. If there is no visible door from his/her POV, where the sound of the door is in the sound field provides a direction for escape or at least provides an opportunity for him to turn his head towards the sound. The sound of flushing toilets or shower run-off indicates that there are other people around; are they enemies or possible allies? Perhaps there are other victims nearby? Build hope, take away hope.
I know that your project is visual, but think about it as if your victim were blindfolded; ALL of the information is auditory. The torturer leaving and re-entering constantly builds tension; the fear of the unknown when you are left alone (especially in the dark or heavy shadows) lets the imagination run wild. The door closing behind your torturer provides relief, the door opening means more bad things are coming. Your bad guy leaves and then there is the sound of blades being sharpened, or a drill, or chopping, or meat saws, or chain saws, or medical equipment or even just very heavy thumps; this provokes terror because the audience and the victim have no idea what's going on, they are just hearing disconnected sounds. Perhaps the torturer is just using sounds to create terror in his victim. Is there music of some kind playing? I can't remember the film (or was it a TV show?), but the serial killer committed his deeds to classical music. In your project the music starting - or ending - means the torturer is approaching. The music choice - if you decide to go that route - could be very ironic, something "happy" while bad things are happening.
The possibilities are myriad, and many good suggestions have already been given to you, but, as I have been preaching constantly, with the limited visual perspective of your story you are going to have to rely heavily on the sound design, and you are going to have to plan it out carefully during preproduction to make full use of it. That way the sounds are purposeful rather than just stuck in as an afterthought.
As an example...
There is a fade-in as your victim regains consciousness. The visuals are out of focus. Ambient sounds are very distorted. Perhaps "memory" sounds, perhaps a distorted version of the torturers music in the distance are there as well. The visuals come into focus. The room is dark except for a few bars of dim light creating ominous shadows. Ambient sounds become less distorted and begin to indicate location. You can hear the gagged victim breathing and making muffled calls. The music becomes more distinct. The victim discovers s/he is tied up and struggles against whatever is binding him/her. The sound of a squeaky chair (or table if the victim is supine) and stretching ropes/straps as s/he struggles. More scary sounds pertaining to what is coming are heard, more ambient sounds; the music stops. The door opens and there is a loud snap as the almost blinding lights are turned on. Footsteps as the captor approaches. The captor leans in and the face resolves visually. "Aaaaaaaahhhhhh; you are awake." The captor turns away and arranges implements on an unseen surface.
The point of my little sketch is that you need to plan the sounds in advance and give them room/time to develop. With nothing more than shadows and sounds you have created an atmosphere of tension and the fear of the unknown in a vaguely familiar location for both your captive and the audience.
Just some food for thought......
