Manners and etiquette are the main anchor that develops the theme of the short story Daisy Miller by Henry James.
Society has many different ways to evaluate behavior and at times has gone out of its way to establish parameters (and impose limitations) as to what is considered acceptable, fashionable, ethical, moral, good, or bad.
The story of Daisy Miller (as a character) presents a young lady to whom these parameters and limitations mean very little, and whose self confidence and aloofness brings others to confuse it with loose behavior and libertine ways.
The way in which she cuts away from the expectations of aristocratic and posh Europeans is a direct slap in the face of society, which ensured that ladies (particularly young ones) would be preserved almost as if pickled within those extreme behavioral parameters.
Equally, those same limitations played on the freedoms of some of the characters. Winterbourne was never able to make a close approach to Daisy on account of the lack of etiquette and manners that Daisy showed. Society was never able to understand Daisy, not even Winterbourne. That is how these two factors are so important for the development of the story.