What is an example of foreshadowing in "The Open Window" by Saki?

Twice, before she tells Framton the story about Mr. Sappleton and his two brothers-in-law, the narrator describes Vera as "self-possessed." This means that she is confident and able to control her feelings even in difficult situations. Framton, on the other hand, is described as having a problem with his nerves. So, before Vera starts to manipulate Framton, we have some indications about who has the upper hand and/or who might control the situation. Framton is...

Twice, before she tells Framton the story about Mr. Sappleton and his two brothers-in-law, the narrator describes Vera as "self-possessed." This means that she is confident and able to control her feelings even in difficult situations. Framton, on the other hand, is described as having a problem with his nerves. So, before Vera starts to manipulate Framton, we have some indications about who has the upper hand and/or who might control the situation. Framton is nervous and shaky while Vera is confident and self-assured. The stage is set for the confident Vera to manipulate Framton. 

Framton's last name "Nuttel" does suggest a nutty, crazy, or even illogical frame of mind. His problem seems to be based on nervousness and anxiety, but the "nutty" reference suggests he is also mentally unstable or, at the very least, easily manipulated. 

The reader does get a clue from Framton that Mr. Sappleton is, in fact, alive and simply out of the house at the moment. As Vera begins her story, it occurs to Framton that "An undefinable something about the room seemed to suggest masculine habitation." Despite this intuition, Framton is easily tricked by Vera. But, with Mr. Sappleton's return, this subtle hint could be regarded as an example of foreshadowing. 

Vera tells Framton that sometimes "I almost get a creepy feeling that they will all walk in through that window." Here, Vera gives a veiled truth, a clear attempt to foreshadow what is to come. She is toying with Framton here, telling him what is going to happen, while knowing that he will be shocked when it does happen.