The young man in Saki's story seems to be a novice as a confidence trickster. He gives the impression of being from a middle-class background and currently unemployed. He seems to have gotten the notion of trying to get by without taking a regular office job. He has made up an elaborate story about being a stranger in town and having lost his hotel when he went out to buy a cake of soap. As Gortsby later observes to himself, the story is very good but the young man should have bought a cake of soap to substantiate it if anyone should ask. What makes it seem that this trickster is new at his game is that he becomes flustered and practically runs away. If he had been using his scam for any length of time before approaching Gortsby, he would have already learned that he should have a cake of soap in his pocket. Gortsby learned a lesson from him, but he also learned a lesson from Gortsby. In the future the young man will be carrying a wrapped cake of soap--and he won't even have to buy one because Gortsby made him a present of the one he found on the ground by the bench.
It seems possible that the young trickster did not invent his hard-luck story by himself. He may have been victimized by some other con man with that story in the first place. If he fell for the story and parted with some of his money, he might have reflected on the experience and decided that he could try it out himself. We learn a lot of things by imitation. We get our academic education in school, but we get our street smarts in the School of Hard Knocks.
Jim Thompson wrote a very entertaining novel about con artists titled The Grifters. The novel and Thompson himself are both covered by eNotes (see reference links below). Thompson obviously knew a lot about his subject. One of the things he emphasizes is that young con men will tend to learn from older professionals, usually by working as their assistants before branching out on their own.
The story about the lost hotel may have been circulating among British con artists for some little while before Gortsby fell victim. It seems at least possible that the "elderly gentleman" who lost the cake of soap is a con man himself and might have even cheated the young con man out of money at some earlier date--which would explain where the younger man got the story of the lost hotel.
The role of the young man, in Saki's short story "Dusk," is to prove Norman Gortsby's thoughts on those who come out in the dusk. Norman believes that
Dusk, to his mind, was the hour of the defeated.
Essentially, Norman is out at dusk. While readers may not immediately consider that Norman may be one of the defeated, the young man proves that he is.
In order for one to be defeated, another person must succeed. The young man is able to get money out of Norman, the one thing that he seems to be out looking for (given his story). The young man, upon approaching the bench, may have seen the soap. The soap, then, gives him a perfect ally for his story. Norman can only believe the story after finding the soap. In the end, the soap did not belong to the young man. It was simply used to get the young man what he desired.
The young man's role is explicit. He serves as the catalyst which proves Norman's thoughts on those who come out at dusk.