Edit
Gods that's so damn funny XD!
Makes no sense coupled with the end of the last Torchwood, mind, buuut I'm sure we'll understand when we've seen it all.
It really doesn't does it? At the end of Torchwood he seem to disappear - i thought the TARDIS had materialised around him and then gone off again, but no.
He couldn't gone out the door but then from the torchwood side he could of (at a pinch) gone out on the pavement slab lift thing. But this doesn't work from the Dr who prospective - he would have gone up and then baned his head on the bottom of the TARDIS (which would have been funny).