The setting in Jack Finney's short story Contents of the Dead Man's Pockets is established early, but incrementally. What we learn very early in Finney's story is that it is cool or cold outside, as the story's protagonist, Tom Benecke, hears the sounds of his wife pulling her coat out of a closet. There is also a quick reference to the fact that Tom is wearing a pullover sweater, further suggesting that the story takes place during the cold winter months. In fact, Finney's narrator notes that the story that follows is occurring on an "autumn night" in a high-rise building in a large city. We also learn at the outset, though, that it is hot inside Tom and his wife's apartment, evident in his observation in the opening paragraph ("Hot in here," he muttered to himself).
So, it is cool outside, but hot inside. The relevance of this is clear for the student's question--how does the sheet of paper get onto the ledge below the window—because it sets the stage for Tom’s fateful decision to open a window and allow cool air into the apartment. Finney also makes a point of referencing the air flow through the apartment building’s hallways, noting how the “warm air from the hallway” rushes into the apartment when he opens the door for his wife to leave for the theater. It is this rush of air that causes the papers on his desk to levitate, including the all-important sheet of yellow paper on which he has been preparing the memo that, he hopes, will elevate him within the company’s hierarchy. As Finney describes the scene at this point:
"Turning, he saw a sheet of white paper drifting to the floor in a series of arcs, and another sheet, yellow, moving toward the window, caught in the dying current flowing through the narrow opening. As he watched, the paper struck the bottom edge of the window and hung there for an instant, plastered against the glass and wood. Then as the moving air stilled completely, the curtains swinging back from the wall to hang free again, he saw the yellow sheet drop to the window ledge and slide over out of sight."
The sheet of yellow paper, then, is blown out the apartment window by the rush of air that is created when the apartment’s front door is temporarily opened. The paper sails out the window and settles on the ledge below, precipitating the chain of events that leads to the protagonist’s contemplations of what would be found in his pockets should he fall from the ledge to the ground far below.