Lead prosecutor Jacob Buch-Jepsen questioned Madsen and presented the case against him as the accused took to the stand during the trial's first day.
A number of shocking details were described in what is a truly disturbing case.
Our reporting of the trial will set out to reflect the facts presented.
Buch-Jepsen presented various pieces of evidence that the public had not previously seen. One important aspect of this was information gathered from a computer belonging to Peter Madsen and a digital reconstruction of the contents of his mobile phone, which was not recovered from Køge Bay waters.
The digital evidence shows that on the morning of August 10th, Madsen "googled 'beheaded girl a(r)gony' which leads to a video of an unidentified young woman who is slowly having her throat cut," the prosecutor said according to AFP.
On July 26th, he also googled "female beheading" and watched the videos.
He also showed an interest in what Buch-Jepsen called 'impalement' of women, broadcaster DR reports.
Additionally, the prosecutor showed the court pictures of blue and orange nylon straps. He said that the straps had been found secured within the UC3 Nautilus submarine as well as in bags found by divers containing Kim Wall's clothes.
Marks from the straps were also found on Wall's body, which indicates that the journalist had been tied down in the submarine using the straps, Buch-Jepsen said.
Also presented on Thursday were details of a psychological assessment of Madsen.
Prosecutors cited a psychological assessment which declared him "perverse and highly sexually deviant," DR reports.
"He has narcissistic and psychopathic traits, and is manipulating, with a severe lack of empathy and remorse," Buch-Jepsen said according to AFP.
He was also described as "extremely untrustworthy" and a "pathological" liar.
Though it had been unclear whether Madsen himself would speak on Thursday, that turned out to be the case. The suspect stuck to the version of events he gave police in October - that Kim Wall died when the submarine's air pressure suddenly dropped and toxic fumes filled the vessel.
He has previously given two different accounts. He said that he did that because he wanted to protect the journalist's family from the details of her death.
Defence lawyer Betina Hald Engmark stressed in her comments to the court that no cause of death could be determined by the police investigation.
"If these statements as presented by the prosecutor can be proven, it would be very incriminating for my client. However there is not enough proof," Hald Engmark told the court, AFP writes.
The prosecution has confirmed it will seek a life sentence, which in Denmark averages around 16 years.
The trial is scheduled to resume on March 21st and a verdict is expected on April 25th.