After the first two books in this series, The Prisoner of Heaven was a little bit of a let down. It wasn't really a story in its own right, but rather a connection for the previous two books and a lead-in to the next one. While you could read either The Shadow of the Wind or The Angel's Game first, you would need to have read both of them for this story to make sense.
No new characters appear in The Prisoner of Heaven, which carries on the story of Daniel Sempere and David Martin and the connection each has to Fermin Romero de Torres. The bulk of this short novel concerns Torres and Martin and their time in prison, which ultimately is The Count of Monte Cristo revisited.
If you've enjoyed the previous books, this one does have the same tone and is a very quick read. Besides, it will be necessary for the final.