Of course, the power of this excellent short story lies in the "sting in the tail" at the end, which perhaps surprises us, and yet, when we read the story, there are a series of key indicators that foreshadow Vera's tricking of Mr. Framton Nuttel.
One of the first examples of foreshadowing is when we are told about Framton's health issues and that he is undergoing a "nerve cure" for an unspecified nervous condition. This shows that Mr. Framton Nuttel is going to be the kind of person who would be easily taken in by Vera's elaborate story, and with great effect.
Secondly, on second reading, Vera's questioning at the beginning can be seen as an indicator of what she is planning. Note how she specifies quickly what level of familiarity Mr. Framton Nuttel has with her aunt:
"Then you know practically nothing about my aunt?" pursued the self-possessed young lady.
It is only when the truth of this question is established that Vera begins her yarn which has such a devastating effect on Mr. Nuttel. Thus foreshadowing occurs in the way Framton Nuttel is presented as a character who would be very susceptible to the lie Vera is going to tell him and also in the manner that Vera ascertains that he is a worthy victim for her deception.