How does Ethan Frome feel about escorting Mattie?
I edited your question down to the first one asked -- you are only allowed to ask one per day.
If you are referring to the end of the story when Ethan escorts Mattie to the train station, I would say that Ethan is despondent. He realizes that his hopes and dreams to run away with Mattie and start a new life out west are officially dead if she, in fact, gets on that train and heads away from Starkfield. He will have lost her and the feeling of lightness and hope that he has when he is with her.
He made the decision just a little bit earlier in the novel that he could not, in good conscience, leave Zenobia. She would have no money and no means to support herself on the dilapidated farm. He couldn't lie to his neighbors for the money to leave. But all that said, he thought that Mattie would stay on with them indefinitely, and that he would continue to enjoy the mere presence of the bright spot in his life that Mattie is. Once Zenobia clues in that there are feelings between Ethan and Mattie, she immediately decides that Mattie has to go. She understands the implications of the broken pickle dish and the actions that Ethan has taken in regards to Mattie. She is jealous of those feelings and will not tolerate this under her roof.
Ethan is obviously upset with the idea of Mattie's leaving -- so much so that he willingly goes along with her suggestion that they should try to commit a double suicide by running a sled into the large oak tree. Mattie dreads the idea of leaving and being alone in the world, and Ethan dreads the idea of living the rest of his life with Zenobia. Suicide seems very appealing. The failure of the suicide attempt makes the lives of all the characters more miserable than ever -- an interesting end to the novel.