(someone) is being held (in a jail)

To "be held" in a prison, jail, etc. means that you have been captured and are locked up in there. You are not going to be released. This is the way to describe what's happening to someone who's been arrested:

He's being held on a drunk driving charge.

You can also use this phrase to describe a kidnapping or a hostage situation:

They're being held by two armed men wearing face masks.

This phrase appears in these lessons: