Isolation is the theme of this story, as indicated from the first two lines:
There were only two Americans stopping at the hotel. They did not know any of the people they passed on the stairs on their way to and from their room.
More significantly, the unnamed husband and wife are isolated and alienated from each other. They don't seem well suited as a couple. The husband likes to read and is absorbed in his interior life. The wife lives externally, concerned with the outer world: her hair, her clothes, rescuing a kitty from the rain. She seems supremely dissatisfied with her life and seems to have the mistaken idea that if she changes her outer circumstances, her inner life will repair:
And I want to eat at a table with my own silver and I want candles. And I want it to be spring and I want to brush my hair out in front of a mirror and I want a kitty and I want some new clothes.
Both people in this relationship are wounded, members of the alienated Lost Generation that arose after World War I, unmoored from traditional values because of the horror of that carnage. The war becomes a part of their story through the nearby war monument that many Italians like to visit, presumably to mourn their losses. The two Americans each deal with their woundedness differently: the man withdraws into his book and becomes emotionally indifferent to his wife, while his withdrawal causes her to become more demanding.
The wife tries to deal with her inner emptiness by rescuing the wet cat outside in the way she would like to be rescued from her own predicament. She fails to connect with the cat, but as the story draws to a close, one of the Italian hotel workers brings her a different cat. The story ends with a thud of hopelessness: it is evident this cat is not going to fill the lonely hole in the wife's heart.
Hemingway uses short, spare words and brief dialogue to underscore the alienation and isolation the couple feels. He never intrudes with an omniscient narrator who tells us what the couple is experiencing but simply lets us realize it by showing us what is going on.