Winnie has thought often about being kidnapped, but this is nothing like what she imagined. Jesse and Miles lift her, put her on the horse, and run on either side of her while Mae drags the horse forward. Winnie always thought that she'd have to plead with her kidnappers, but in real life, her kidnappers plead with her to not be frightened and to not scream. They promise to explain things when they've gone far enough. Winnie is scared but strangely calm as the Tucks lead her out of the wood and start across the meadow. At the edge of the wood, Winnie sees the man in the yellow suit watching them, but she doesn't shout for help.
The fact that this real-life kidnapping is so different from Winnie's imagined kidnappings introduces a key point that the novel makes about the nature of growing up: a normal part of doing so is realizing that the world is very different in reality than a child can conceptualize in their imagination. Winnie's ability to think these thoughts calmly speaks to her relative maturity. She's independent enough to not find this especially scary; she's not eager to scream for a parent to protect her.
After a few minutes, the road passes close to a small stream. Mae stops and decides that they'll catch their breath and tell Winnie why they're kidnapping her. They sit for a moment and Winnie is suddenly overcome with fear. As she thinks of never seeing her mother again, Winnie starts to sob. Mae assures Winnie that they're not bad people and will bring her back home tomorrow, but this makes Winnie wail even louder. Jesse and Miles remark that this is awful, and Mae says that she never thought that they'd come across a child. She pulls out her music box and winds it up, starting the tinkling melody Winnie heard earlier.
Notice that Mae makes it very clear that she's going to explain to Winnie why they have to kidnap her and why they have to do this. This shows that though Mae kidnaps Winnie against Winnie's will, Mae also recognizes Winnie's agency and knows that in order to make Winnie understand everything, they have to engage with her like she's a real person with agency--not a child to be manipulated.
Hearing the melody, Winnie begins to calm down and she thinks that when she gets home, she'll tell Granny that elves don't make the music. She turns to Mae and shares that Granny thinks that elves make the music. Mae offers Winnie the music box to look at and tells her how to wind it up. As she listens to the music again, Winnie thinks that a person who owns such a pretty thing can't possibly be too bad. She smiles and hands it back to Mae. Both Jesse and Miles sit down, and Jesse says that they need Winnie's help.
Though the music box is an inanimate object, just like the marionette that the narrator compares the man in the yellow suit to, the fact that the music box seems more pleasantly human allows Winnie to begin to connect with the Tucks in a way that she wasn't able to connect with the man in the yellow suit.