Hi Roxanne,
I wonder where your relative was prior to being in prison? I recently made a pilgrimage to Dorchester History Centre, where the staff are very helpful, and if your relative was living in Dorset (or Bournemouth), then you could do worse than to look up the petty sessions records, or maybe Crown Court records, that they hold.
I don't know whether prisoners were sent to jails in other parts of the country in the early 20th C., can anyone else answer this?
Tim