What might be Frederic's future after Catherine and the baby died?
Lt. Henry's future can only be surmised, of course, based upon his circumstances at the novel's conclusion and what we know of his character. Frederic was saddened by the loss of the baby, but he was emotionally devastated by Catherine's death. He says goodbye to her, alone, then leaves the hospital, alone, and walks in the rain back to the hotel. Alone is how Frederic will live the remainder of his life. He will survive Catherine's death, but he will remain forever wounded, a characteristic of Hemingway's heroes. He will continue to move through life, one day after another; he will endure. Frederic will live with courage because getting through one more day will be an act of courage. He will seek a life free of emotional complications. He will probably drink too much, as he once had, and he will not sleep in the dark, just as he had avoided the dark after being wounded and hospitalized.
Since Frederic is a deserter, he will remain in Switzerland where he is safe until the war ends. He might return to the places he and Catherine shared, but not for very long. He would leave them behind and move on, dealing with life through action rather than introspection. Whether Frederic would return to the United States or stay in Europe would not be important in his future. He will not have a home; Catherine was home for him.
Frederic's future seems bleak, yet we have reason to wonder whether he will be one of the people who grows stronger where he has been broken or one of the people defeated by life. Having survived and made it through so much, we can hope that Frederic's strength will continue to get him through.
“The world breaks every one and afterward many are strong at the broken places. But those that will not break it kills. It kills the very good and the very gentle and the very brave impartially. If you are none of these you can be sure it will kill you too but there will be no special hurry.”
Not much to add, but the fact that rain is the last word is prophetic of Henry's future life. It will be, certainly, a melancholy existence for Frederic Henry, who is not only a man without his beloved, but is also a man without a country.