hpkeeper:
About the prostitute, if you're asking how she died, it went down like this. She was working in that whore house and was with a 'client' when the killer came in. He made the guy who later went crazy put a large painful pointy sharp thing on his unit. The killer then put the gun in the mouth of the guy and made him 'perform' with the prostitute until she died.
When Freeman and Pitt go to that leather shop and question the guy, that is where the find out about the strap-on the guy had to wear. They show a polaroid of it.
At least, this is how I believe it happened based on the questioning of the guy who went nuts, the owner of the hotel / whore house, and the other events surrounding that particular scene.