While Bucky doesn't believe the tonfas any more useful than the knives he already has, he takes the weapons anyway and drops them in his bag of holding. After that, he takes the handcuffs and rips off a part of the guard's shirt to use as a gag as he looks for something--a pipe, for instance--to handcuff him to. If there is nothing, he'll just find a way to keep the door closed.