CLEVELAND -- The heroine of the Cleveland kidnappings case finally went home Wednesday as shocking new details emerged about her ordeal with two other women in a "sexual torture chamber".

Amanda Berry, 27, looked gaunt and tired as she arrived for the emotional reunion at the home of her sister Beth, the last person to speak to her before she disappeared in April 2003.

Crouching behind her in the back seat of a minivan driven by FBI agents was the slight frame of her six-year-old daughter, the child born during her imprisonment in a house just a few miles away.

Berry made a dramatic escape with Gina DeJesus, 23, and Michelle Knight, 32, from the run-down clapboard home of Ariel Castro on Monday afternoon after she screamed for help from behind a closed door.

As Berry looked out at the "Welcome Home" banners, party balloons and cuddly toys on the porch, her sister Beth Serrano issued a brief statement. "I just want to say that we are so happy to have Amanda and her daughter home. I want to thank the media and the public for their support but our family would request privacy so my sister, niece and I can have time to recover."

Prosecutors were finalising charges against Castro, 52, and his two brothers amid further reports of the years of sexual abuse and beatings endured by the women.

"We have confirmation that they were bound, and there were chains and ropes in the home," said Michael McGrath, the Cleveland police chief.

In a remarkable development, investigators found a "suicide note" written by Castro, law enforcement sources told 19 Action News.

In the note, apparently written several years ago outlining what he did and why, Castro apparently writes about needing help for sex addiction and blames his victims for getting into a car with him. The note also refers to family problems and a poor childhood.

Khalid Samad, a former assistant safety director for the city who saw the three women at hospital on Monday night, told The Daily Telegraph: "They were kept in a dungeon with chains. It was a sexual torture chamber run by this guy acting out his sick fantasies."

Samad, who became close to the families of the missing girls during the searches for them, said that law enforcement officials told him that at times the women became pregnant but that they lost their unborn babies after beatings.

"They are extremely traumatised and they are slowly talking to investigators about what they went through, but nobody is rushing them at this stage. They are trying to reconnect the dots in their lives."

He said the three women seemed thin and tired but in good spirits when they arrived at the hospital on Monday night after the dramatic escape that began with Miss Berry calling for help through a closed door.

McGrath said investigators had been told that the women were allowed into Castro's back garden "once in a while", adding: "Their physical well-being was very good, considering the circumstances."