The speaker suddenly stops his walk here, so it's silent, without the sound of his own footsteps. It's a little confusing that he talks about the "sound of feet," not the sound of "my" feet – as if his feet weren't attached to his body. But standing still definitely makes your own feet stop making noise, so that's what he's talking about.
Perhaps he phrases this in such an awkward way to emphasize that his feet don't feel like they're connected to him. After all, he feels a little disconnected from everything.
The speaker has now made us feel depressed because of rain, darkness, sad city lanes, and a watchman who needs to be avoided. Now, to top it off, it's completely silent, and the speaker doesn't even have the sound of his own footsteps to keep him company.
When far away an interrupted cry
This line tells us why he's stopped the sound of his own feet – he's heard a sound far away, an "interrupted cry." Someone is yelling something, but the speaker can't quite make it out, it's interrupted.
This is a sound that wouldn't be too weird to hear in a city full of people – a yell – but on a night like this, we'd probably stop and listen to try and find out exactly what it was too.
Came over houses from another street,
Now we find what the speaker means by saying that the cry is far away – it's not even from somewhere on the same block, but from another street.
That might be why it's interrupted (because it had to travel over all the houses). The sound of this cry has been warped by the distance it has traveled.
The city seems big and disconnected here. The streets are far away – noises have to travel over lots of houses to make it anywhere, and, once they've made it, they don't even sound right anymore.