In "Lamb to the Slaughter," we can find an example of foreshadowing after Mary has murdered Patrick and is sitting in front of the mirror, trying to regain her composure:

"The smile was rather peculiar. She tried again…That was better. Both the smile and the voice sounded better now."

This line foreshadows the alibi which Mary creates (by going to the grocer's) and the lies that she tells to the police detectives who investigate Patrick's death. This is significant because it lets the reader know that Mary has no intention of admitting to the murder; instead, she plans on getting away with it.

As for the setting, the story takes place in the marital home of Mary and Patrick Maloney, a typical suburban, middle-class house in England. While the opening description of the home suggests that the setting is peaceful and idyllic (as Mary waits patiently for Patrick's return), the heinous murder which she commits turns this idea on its head. It becomes, instead, a place of violence and deceit. 

Finally, here is an example of direct characterization, employed by Dahl when describing Mary's physical appearance:

"Her skin--for this was her sixth month with child--had acquired a wonderful translucent quality, the mouth was soft, and the eyes, with their new placid look, seemed larger darker than before."

An example of foreshadowing occurs when Patrick takes his drink:

"...as he spoke, he did an unusual thing.  He lifted his glass and drained it in one swallow although there was still half of it...He got up and went slowly over to fetch himself another...When he came back, she noticed that the new drink was dark amber with the quantity of whiskey in it".

Patrick does not usually act like this.  He is obviously uneasy, most likely trying to work up the courage to do or say something unpleasant.  His actions foreshadow ominous things to come.

The author clearly describes the setting in the very first lines of the story:

"The room was warm and clean, the curtains drawn, the two table lamps alight - hers and the one by the empty chair opposite.  On the sideboard behind her, two tall glasses, soda water, whiskey.  Fresh ice cubes in the Thermos bucket".

In introducing Mary Maloney, the author uses direct characterization, telling the reader plainly what she is like:

"There was a slow smiling air about her, and about everything she did.  The drop of a head as she bent over her sewing was curiously tranquil...She loved to luxuriate in the presence of this man...She loved him".