"Lamb to the Slaughter" is one of many stories in the perfect-crime genre (of which Edgar Allan Poe's "The Cask of Amontillado" is an early example); and the predominant element in the plot is the search for the murder weapon. The police are convinced that they can identify the murderer if only they can find the weapon. Furthermore, they believe that the weapon must be somewhere inside the house.
"It's the old story," he said. "Get the weapon, and you've got the man." Later, one of the detectives came up and sat beside her. Did she know, he asked, of anything in the house that could've been used as the weapon? Would she mind having a look around to see if anything was missing--a very big spanner, for example, or a heavy metal vase.
Ironically, they are correct in both their assumptions. If they knew that the murder weapon had been a frozen leg of lamb, they would have deduced that Mary Maloney was the perpetrator. The main point of the story is that the police end up eating the very murder weapon they have been searching for. This is black humor applied to the standard perfect-crime story.
The title "Lamb to the Slaughter" is at least a double entendre. A lamb is used as the murder weapon, and the woman who performs the "slaughter" has the reputation of being as meek and mild as a lamb. It might be said that there is a "triple entendre" to the title, because the husband is a unsuspecting and vulnerable as a lamb being led to the slaughter. The phrase is derived from Isaiah 53.7 in the Old Testament: "He is brought as a lamb to the slaughter."