After your trial, you are thrown in jail.
No matter what you said or did, you will be thrown in jail, and for some reason they let you keep your sword. If you were found not guilty, a pink bag will be waiting for you in the cell. Take it. Drink from the mug to regain your health, and save at the save point.
Wait... or Escape
You should wait for your execution. However, if you want more of a challenge, walk up to the bars three times to escape from your cell.
After Lucca joins, check the chest in the execution room (BronzeMail). Then go out, open the chest here (Mid Tonic), and free the guy who is trapped in the guillotine. Check on the guard for a Mid Tonic.
Whenever you see a guard, try to run behind him when his back is turned, and check on him to knock him out. Then check on him again to get a Mid Tonic. If you don't knock out the guard, you'll have to fight him.
First, follow the lower path to the left, then go down the stairs. Keep going until you get to a room with shield monsters. If you center yourself between the two monsters and walk straight down, you won't have to fight them.
Get past the shield monsters, and go down the left staircase. You can go into your old cell and drink from the mug to heal up, and save your game.
Then, if you want some extra treasure and don't mind fighting to get it, go back to the shield monster room and go down the right staircase. Keep going, stay along the top wall, knock out the guard, and open the cell for chests (left: Ether; mid-left: Mid Tonic; mid-right: Mid Tonic; right: Ether). Then go back to the shield monster room. Don't worry about the big guy that you have to fight. He is weak and almost always misses.
Go back up to the shield monster room, and go back up the upper right staircase. Keep going, and before you reach the execution room, go up, then left and up the stairs. Keep going.
In the shield monster room, go down the bottom left staircase first, and open the first cell and open the chest (Shelter).
Back in the shield monster room, go up the top left staircase. Go into the open cell and out the hole. Go all the way to the right of the ledge and climb down, then go to the gap to the left and climb down, then go to the left and climb down, then go right into the hole. Open the chest (Shelter), then check the hole to the left to climb down. Open the chests (left: 1500G; right: Lode Sword), then to climb back up, just check on the wall where you climbed down.
Get back to the shield monster room, then go up the upper right staircase. Keep going up.
Check on the collapsed guy for five Mid Tonics. Read the note if you wish, then save the game and exit. Keep going left.
You need to kill the head first, then the wheel, and then the tank body. Keep your HP above 50. Just use regular attacks. Have Lucca heal.
Run across the guards and through the door. Open the chest in the next room (Shelter), then keep going down until you see more guards. Run down and try to get out of the castle.
Once you're outside of the castle, run right. When the time comes, go through the gate.