Batman and Robin! C'mon, I can't be the only one who flashed back to the Dynamic Duo walking "up" a building!
Seriously, though, they probably have some sort of propelled grappling hook.
Here's the thing though -- all the threats that Jessica and Hondo made to the prison owner were just hot air; I doubt he's doing anything illegal. For-profit prisons are designed to be modern day "plantations", and if anyone complains, they get told "don't do the crime if you can't do the time". Prisoners being four to a cell, having to work in sweatshops (for no pay), getting slop for food -- it's all been well-documented for about a decade with absolutely no push-back. I'm sure Mr Prison-Owner sweated all the way to the country club.