According to the American Heritage Dictionary,a double entendre isA word or phrase having a double meaning, especially when the second meaning is risque (See link)
In the story "The Landlady" the young man thinks his landlady is a "slightly dotty" (a little strange), but the room is cheap. He comments that he is surprised that she isn't swamped with business. He thinks the following comments are about her boarding house.
"But I'm always ready. Everything is always ready day and night in this house just on the off chance that an acceptable young gentleman will come along. And it is such a pleasure, my dear, such a very great pleasure when now and again I open the door and I see someone standing there who is exactly right. " (pg 3)
Then her blue eyes" travel slowly all the way down the length of Billy's body, to his feet and then up again." This gives it a little bit of a risque feeling. Why is a woman of 45-50 eyeing a young man of 17 in this fashion? She could be talking about her business, but she isn't. When the reader gets to the end of the story, it is obvious that what she is talking about is taxidermy, the fine art of stuffing corpses.