The Museo Regional de La Laguna is the best place in the city to get a proper sense of where Torreón came from. The collections cover the archaeology of the La Laguna basin — prehistoric fauna, indigenous cultures of the Chihuahuan Desert — and move through the colonial period to the railway boom that created the modern city. It is compact and well-organised, and a couple of hours is enough to see it properly.
The museum also addresses the 1911 Torreón massacre, in which approximately 300 Chinese immigrants were killed by revolutionary forces during the battle for the city. This was one of the worst instances of anti-Chinese violence in Mexican history, and the museum's treatment of it is unusually direct. If you want to understand the darker layers of Torreón's history, this is the place to start before visiting the massacre memorial.