In the Cage mentions air in the Lady's Ward being clear so you can see the void outside (and even be unlucky enough to be cast out from it).
However, I was always under the impression (from descriptions, as well as the map from the aforementioned set) that Sigil was a solid torus--where do you go to see 'out'? Or is part of the Lady's Ward on the outside of the torus too?
Sigil isn't a completely solid torus. It looks like THIS:
A hollow torus with the inner surface removed.
Note, one of the most famous places to see out into the eternal Nothing is "Suicide Alley" one of the few places on the edge where the perimeter wall is short enough for one to easily climb it and tae that last final repetitive leap.