Complex sentence: When they enter the castle, the man lights a torch to reveal he has taken Theon back to the dungeon from which he helped him escape, and tells the men there that Theon killed his captors and escaped, but he brought Theon back.
Split into simpler sentences: When they enter the castle, the man lights a torch to reveal that he has taken Theon back to the dungeon from which he helped him escape. He calls out to the guards that Theon killed his captors and escaped, but that he brought Theon back.