Chainsaw, yes, if you look back on my post, you'll see that I am aware of the tunnel. There is only a single tunnel at each main fortress along the wall, and the tunnels are how the Brothers go to and from the haunted forest. In the opening shot of the series, you can see behind the three Brothers is Castle Black. In order to take that tunnel back, Will, the deserter, would have to go straight through Castle Black and past the Night's Watch. Not to mention, one of the other Brothers would've had to open the two gates for him. So I think we can rule out that he went through a tunnel. He must have known of a secret route over the Wall. That's the only possibility.