I fully concur with my colleague above; your ending definitely depends on the body of your essay.  However, it is very difficult to write about this particular piece without some reference to the black humor and irony present throughout the short story.  You would definitely want to include events from the final scene of the story with the policemen eating in the kitchen and discussing the case while Mary listens from the living room. The men agree that the killer probably discarded the massive murder weapon almost immediately, and predict that they will find it on the premises. Another theorizes that the weapon is probably ‘‘right under our very noses.’’  Dahl double meaning with the title ‘‘Lamb to the Slaughter,’’ reflect aspects of human perversity, cruelty, and violence. The laconic suddenness of the events creates an experience of shock for the reader that you should surely mention at some point in your essay. 

How you conclude your essay depends on what you've written so far, right? Clearly there's tremendous irony in the story - the fact that the police are eating the evidence that is "right under [their] nose." There is a iingering question whether they will discover the truth, betrayed by the laughter from the kitchen. There is the double-entendre of "lamb to the slaughter," the unprotesting victim.

If you're writing a thesis paper, clearly your ending is going to be some sort of restatement of your original argument, and your conclusion - how you answer your question. A really good paper, however, will lead the reader on to ponder further the questions about the story that your essay has provoked.