Get out the microscope, because we’re going through this poem line-by-line.
They said no word to the landlord, they drank his ale instead,
But they gagged his daughter and bound her to the foot of her narrow bed;
- Even though they're on the side of the law, these guys are clearly a bunch of jerks. They don't even talk to Bess's dad (the innkeeper), but they do drink his beer. On top of that, they gag Bess and tie her to the bed.
- The speaker is letting us know who the villains of this story are.
Two of them knelt at her casement, with muskets at their side.
- Now the soldiers set up an ambush for the highwayman. They wait up in Bess's window (our speaker seems to really like using the word "casement" instead of window), with their muskets ready.
- This is a dangerous trap for the highwayman – these guys will shoot to kill.
There was death at every window;
And hell at one dark window;
For Bess could see, through her casement, the road that he would ride.
- The highwayman could be shot and killed from any window.
- The worst thing of all though, is that Bess can see the road through the window from where she's tied up. That's why there is "hell at one dark window." The cruelty of the soldiers and the pain of her situation have put Bess in a private hell.