How do you know they did? This is like trying to prove there isn't a giant pink elephant in orbit around Pluto. Do you have any reason to suspect they "sweated him" and broke him down? They're treating the Gitmo prisoners like they were in the Ritz Carlton or something- what could they possibly have done to McVeigh to make him pony up any info? Had I been McVeigh- I would have traded any info for my death sentence. But that's just me.
At any rate, I don't care. I'm glad they executed McVeigh- he was a cowardly anti-American dog and bin Laden's soul mate. If anybody deserved executing, it was him. If he took any info with him when they gave him his injection- it's a moot point now, isn't it?