Uhh, the episode is 4x03. There was some violence and dragging off, followed by sounds while the camera is pointed elsewhere. And some after-the-fact corner cowering. I'd probably tend towards avoiding the last 8 minutes or so of the episode, could easily be upsetting IMO.
Yeah. While it's not near the level of The Girl with the Dragon Tattoo in terms of graphicness, if you think you're going to be upset, cut out of the episode from the point Anna leaves the opera singing.