Suspense in storytelling is defined as an audience's anxiety regarding what might happen next, usually regarding the fate of one or more of the characters. For example, when the protagonist is waiting on news from the doctor, unsure if the prognosis will be good or bad, this is an example of suspense. In a thriller, the audience is also in suspense when the protagonist's safety is threatened by the villain.
In Murder!, the suspense mainly comes from the uncertainty of Diana's future: will she be hanged for a crime she did not commit or will Sir John be able to uncover the true culprit before the execution date? The audience's concern for Diana leaves them anxious, hoping everything will turn out alright and that justice will be served. The time limit heightens the audience's fear that Sir John will not be able to solve the mystery in time. Suspense also comes from the audience's earnest desire to find out who committed the murder and why.