When an author portrays a character, he uses what he says about the character, what other characters say about him/her, and the actions and words of the character himself.
What the author says: We find out at the end of the story that Jimmy Wells is a policeman. However, O'Henry describes him in the first sentence of the story.
"The policeman on the beat moved up the avenue impressively. The impressiveness was habitual and not for show, for spectators were few." (page one)
Jimmy makes a fine impression of a police officer even though there is no one to impress. It is just the way he is, and he is not putting on airs. O'Henry also tells us that he was,
"...twirling his club with many intricate and artful movements, turning now and then to cast a watchful eye down the pacific thoroughfare" (page one)
This tells the reader that he has been at his job for a while because he has developed an art of handling his billy club. A billy club, in case you do not know, is the stick that police officers carry when they walk their territory (beat). He is also very observant. This is reinforced later in the story. O'Henry continues by telling the reader that Jimmy,
"....with is stalwart form and slight swagger, made a fine picture of a guardian of peace." (page one)
This shows Jimmy as a sturdy, robust character who looked as a policeman should look.
What other characters say about him: When Silky Bob is telling the police officer about Jimmy, he describes him as ,
"...the finest chap in the world." (page one)
"....raised here in New York." (page one)
"I was eighteen and Jimmy was twenty." (page one)
"You couldn't have dragged Jimmy out of New York; he thought it was the only place on earth." (page two)
"...he was always the truest, stauchest old chap in the world." (page two)
"He'll never forget." (page two)
"He was a kind of plodder though, good fellow as he was." (page two)
So Jimmy was two years older than Silky Bob. He had been raised in New York and loved the city. However, he did not crave the excitement that Silky Bob did, and he generally just lived day by day, taking a rather humdrum existence over the excitement that Silky Bob craved. However, he is a good friend and a fine person. If he could make the appointment, he would be there. When Silky Bob realized that the man who meets him is NOT Jimmy, he says,
"Twenty years is a long time, but not long enough to change a man's nose from a Roman to a pug." (page 3)
So we know that Jimmy has a Roman or long, straight nose.
The characters actions or words: Jimmy shows that he is observant when he write in his note to Silky Bob.
"When you struck the match to light your cigar, I saw it was the face of the man wanted in Chicago." (page 3)
He shows that he is a good friend when he writes,
"Somehow I couldn't do it myself, so I went around and got a plainclothesman to do the job." (page three)
He also shows that he is a moral, law-abiding person because he does have his friend arrested. He cannot ignore it.
Bob said that if Jimmy could be there, he would because he was a good friend,and Jimmy was there. He also says in the note.
"I was at the appointed place on time." (page three)
My copy of the story is off the internet. The pages may differ from your version. However, I have tried to put everything in order, and you should find the quotes relatively easily.