I'm here, Loki!
You should have a couple of pop-ups which tell you the controls, yeah? Then you should be able to WASD+mouse your way to the door (IIRC), open it, and go outside. Normally the guard can be heard walking above you then down the stairs, then he walks to the door and opens if. If that's not happening...something odd is going on. Though you might not get the movement pop-ups until the guard arrives. He does take like ten seconds to get there.
The game wouldn't run if you hadn't properly installed, so that's not an issue. As far as updates go...you can just install the expansions. But the base version works without them, obviously...but here is the link to the updates for you:
click here. For some reason they removed them from the main site and stuffed them there, dunno why...but make sure you get the right one (if you haven't installed the expansions, it's the top one on that short list the link takes you to).
Hope that helps you, Loki!
But yeah, try quitting + restarting, and possibly try uninstall+reinstall too...that's a really odd bug.