Torture wasn't exactly unheard of during the Middle Ages, but a lot of the specific torture devices that were supposedly used during that period have been made up by future generations wanting to cash in on their titillation factor. The most common of these is the Iron Maiden, which was originally pieced together for display in a British museum during the 18th century. (Museums were weird and fascinating things back then, existing more for "entertainment" than for actual education, and often contained an equal mix of natural and historical artifacts, and blatant frauds or "curiosities.") Iron Maidens do exist... they just probably weren't ever used to actually torture anyone.