Yes, He did, in the form of a parable:
“Settle matters quickly with your adversary who is taking you to court. Do it while you are still together on the way, or your adversary may hand you over to the judge, and the judge may hand you over to the officer, and you may be thrown into prison. Truly I tell you, you will not get out until you have paid the last penny." (Matthew 5:25-26)
You will find Purgatory described as a prison in other places too, e.g. “spirits in prison” (1 Peter 3:19). See
Scripture Catholic for more. God bless.