Say you caught an undercover policewoman/spy what would you o to make her talk? and after that?

Cut her uniform to tatters. Hang her by her arms, stretched out wiiiiiiiiiiiiide. Whip her back and stomach with a steel rod the skin is raw. Rape her while pouring vinegar on her wounds.

Meanwhile, one of our female agents will join her in her cell (with fresh whip marks of her own), to console her and be her BFF. She'll be the one actually getting information.

Makes a huge difference as to whether it is a policewoman or a spy.
Spies have some kind of training providing them with a bit better resistance.
Policewomen are not as well trained in this area.
Scenario:
An undercover cop infiltrating my criminal organization.
She is identified, captured, restrained, knocked out and taken to the special place where our interrogations are performed.
Underground, very secure, remote, nondescript from the outside.
The partially preserved corpse of her predecessor is on prominent display.
Now it depends how quickly we need information, and how playful I'm feeling...
The popping out of an eyeball without severing it in front of a mirror is very persuasive, it is painful, but not so much as it is disfiguring and terrifying, to see one's face with an empty bloody socket, especially for a woman, but that's more serious than fun.