If looking at the relationship between George, Lennie and Candy (in John Steinbeck's novella Of Mice and Men), the death of Curley's wife only affects their relationship in one way.
In order to explain, a slight summary of what leads up to Lennie's death needs to be given. George and Lennie began work at the farm with one hope: to save up enough money to purchase a piece of land for themselves and be their own bosses. Essentially, they are tired of working for others and are in search of their own personal American Dream.
That being said, once Candy hears about their plan (and feeling angered at some of the other ranchers for forcing him to allow Carlson to kill his aging dog), he wishes to join both George and Lennie on their landownership dreams.
Therefore, after Lennie murders Curley's wife, the dream for the three of them (together) is shattered. George is forced to kill Lennie (so the other ranchers do not torture him/or he is sent to a mental hospital). Given Lennie's death, one can assume that George is no longer going to seek out a piece of land. The dream has died with Lennie. That being said, Candy can no longer take part in the quest for land (given George has most likely given up). In the end, the death of Curley's wife insures the death of the dream for George, Lennie and Candy.