Here's the relevant part:
"Listen, Nigger," she said. "You know what I can do if you open your trap?
Crooks stared hopelessly at her, and then he sat down on his bunk and drew into himself.
She closed on him. "You know what I could do?"
Crooks seemed to grow smaller, and he pressed himself against the wall. "Yas, ma'am."
"well, you keep your place then, Nigger. I could get you strung up on a tree so easy it ain't even funny."
Steinbeck does not spell out for the reader how Curley's wife could get Crooks "strung up on a tree" -- that is, hanged. However, if you consider who the two people are -- a white woman and a black man -- you can probably imagine what she could say that would get him lynched and killed. What she says wouldn't need to be true; people would have believed her over him because she's white and he's black.