One of the main ways that Hemingway creates tension in this unforgettable and, in many ways, uncompromising story is through his use of dialogue. It is clear that what is going on beneath the apparent surface of their dialogue is an immense struggle where the male is insisting that Jig, his lover, has an abortion, and she does not want to have this abortion, but eventually realises that she must yield to his inexorable will. Note how the male, in spite of his veneer of reasonableness, insists on returning to this topic of conversation even when it is clear that she does not want to talk or think about it - he repeats that he doesn't want her to have the abortion unless that is what she wants, but the very fact that he repeats this time and time again indicates that this is what he wants and he is trying to manipulate her into having the abortion whilst maintaining the position of someone who has not forced his lover to have the abortion.
The dialogue particularly at the end builds the tension, as Jig increasingly realises the consequences of the action she will take very shortly:
"We can have everything."
"No, we can't."
"We can have the whole world."
"No, we can't."
"We can go everywhere."
"No, we can't. It isn't ours any more."
"No, it isn't. And once they take it away, you never get it back."
"But they haven't taken it away."
"We'll wait and see."
It is clear here that Jig, with her constant stream of negatives, is referring to the way that what is about to happen will change things irrevocably, perhaps with a veiled reference to the baby being "taken away" so that she can "never get it back." Thus we see the tension gradually raised throughout the story until the end, when it is clear that Jig will go through with the abortion to try to save their relationship.