On the episode "Road Kill," Dexter never got a chance to use this kill room. He actually ended up saving Trinity's life instead.
Added:
What is Trinity up to? He takes Dexter along for a road trip on the episode "Road Kill."
Added:

Dexter Season 1 Quotes

The only real question I have is why in a building full of cops, all supposedly with a keen insight to the human soul, is Doakes the only one who gets the creep from me.

Dexter Morgan

I think this is a friendly message like, "Hey! wanna play?" and yes I wanna play. I really really do.

Dexter Morgan