Arya overhears the rumour that Rickon and Bran are dead, though she doesn't completely believe it. Also she is not being treated with any respect by Roose Bolton, who doesn't like servants talking to him. And she has to pull blood-filled leaches from his naked body and empty his chamber pot, but she doesn't seem too bothered by that.
But she resolves to escape, and with more audacity than planning, manages to enlist Gendry and Hot Pie in the middle of the night and make off with three horses, some stolen swords, a map and a dagger. I'm thinking this would make a good board game: Escape from Harrenhal.
She does have to kill a guard in cold blood. She doesn't think too much of it beyond the annoyance of (literal) blood on her hands. The rain will wash it off, so that's okay then.