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The trap door to the Boat House will remain locked until you have need to go there.
1 - Locked Door
You'll find the door being watched by a Nightcrawler guard. If you're wearing a Nightcrawler uniform
(which you can get if you fight the two lackeys during Tarin's kidnapping), you can convince the guard to open the door. You'll also receive a dialogue option to kill the guard once his back is turned, but if you do that you won't get any experience for the kill.
If you don't have a uniform, then you'll have to kill the guard to get through the door.
2 - Malthar
Malthar should drop Tarin's cell key
and the short sword Ripper
when he dies.
3 - Tarin
If you're in disguise, and if you're intelligent and persuasive, then you can talk to the guard outside of Tarin's cell and convince him to let you in. At that point Malthar (#2) will start from his position to intercept you, but if you leave directly you should be able to get to the exit well before he arrives. If you want to play it safe, you can lock the gate leading to the room where Malthar is. It only takes a DC of 1 to succeed.
If you don't have a disguise, or if you want the experience and equipment from killing the Nightcrawlers, then you'll need the key found on Malthar to open Tarin's cell.
Once you've talked to Tarin in his cell, he'll follow you to the Boat House exit (Exit A), where you'll receive 500 experience for freeing him. Back in the Market District, you can get an additional 400-500 gold from Tarin before he leaves the city.
A. Rope up to the Market District.