Yennefer - The Great Escape
You can begin this quest be speaking with Yennefer at the Crippled Kate's brothel in Novigrad. This quest is part of the Final Preparations Story Quest; Final Preparations acts like an umbrella quest for this one and 3 others, follow the link back to that guide for more information.
After speaking with Yennefer there will be a scene and some dialogue; when you regain control of Geralt again chase after the man and use Aard on him when you get close enough, this will end the chase. There will be some more dialogue after which you'll have the option of recruiting Zoltan for help (assuming you did not complete the Now or Never Quest. If you completed Now or Never it means that Witch Hunters are currently killing all non-humans in Novigrad, which means Zoltan won't be here and you can't ask for his help.
Regardless of if you can get Zoltan's help or not - head over to Oxenfurt where you'll meet Yennefer by the northern bridge. Speak with Yennefer then follow her to the southern portion of Oxenfurt where you'll find the entrance to the sewers in a well (pictured below).
First thing you'll want to do in the sewers is clear the room with the Grave Hag in it and inspect the broken lever on the southern wall (pictured above). This will update your quest and send you to the north where you'll find a room with 3 Drowners in it. Along the eastern wall in this room, by the doorway leading into a tunell, you'll find a lever which you can steal the lever mechanism from and return it to the previous broken lever.
Place the lever mechanism into the broken lever then pull it to open the door. In the next room you'll find a wall that you can Aard down (pictured below) and a pack of Ghouls/Necrophages on the other side. Kill all of them then make your way up the sewer passage and into the room with the Witch Hunters. Search the table in this room for the Sewer Keys which you'll need for parts coming up.
Depending on whether or not you got help from Zoltan earlier in the quest minorly changes the rest of the quest. If Zoltan helped you then you'll have the "stealth" option available to you. Most of the Witch Hunters will be drunk and woozy and you'll be able to walk past them without a fight (assuming you don't bump into them or provoke them). Getting Zoltan's help will also get you more EXP over all when completing this quest.
When you go through the door and up the stairs you'll find yourself in an area with prison cells. In here you'll want to speak with Margarita (pictured above) who will tell you that the captain has the key to her cell and he is found up top. Now is when the truly tough part of this quest starts.
If you got Zoltan's help earlier you'll be able to go through the courtyard and up to the captain's room without much difficulty, avoiding the guards. Without Zoltan's help there will be 6 - 8 Witch Hunters that attack you and they ring the guard bell calling for more reinforcements.
Tip: Without Zoltan's help the best way to handle the guards is to agro them then pull them back into the room. This will allow you to fight them one or two at a time and you'll completely avoid the archers. Another thing that works too is just go out into the yard and do nothing but roll around and use Igni/bombs. The Archers can hit their own with friendly fire and often do when they're close to you.
Once all of the Witch Hunters are dealt with (or avoided) head up the stairs to fight the Prison Warden. He's the one you'll need to loot for the key to Margarita's cell. You can search the entire upper portion of this compound while we're here if you wish too. There are some goodies to find but nothing unique.
To advance the quest forward return to Margarita and open her cell door; during some dialogue Yennefer will portal her out and leave you to escape on your own. All you have to do to get out of here is follow the white dots on your compass to the quest marker then go through the hole in the wall. You'll find yourself back in Oxenfurt with this quest completed