In organic cells there is a cell membrane that is semi permeable, it only allows very small things to pass through it (water molecules, other smaller molecules, etc). Otherwise you need an active or passive method of passing through the cell membrane. One of the ways is with transport proteins (and an energy source) which sort of act like locks. Or so what I remember from highschool biology.
The joke is that the proteins the prisoner received in the mail enable him to escape the jail by passing through the cell wall (membrane).