There is irony at the end of the story for two reasons. The Arab, who is given a chance at freedom, chooses to travel alone to jail instead.
When Daru returns home, having provided the Arab with the means to escape, he is met with a threatening message on the chalkboard that tells him, "You have handed over our brother. You will pay for this." While Daru has defied the law in refusing to turn the Arab over to the law, and then given him the wherewithal to escape, which the Arab ignores, Daru is going to be punished.
The second example is situational irony: the difference between what we expect to happen and what actually happens.
This makes the entire story one long example of irony. Daru treats the Arab like a guest and will be punished for doing so. Perhaps the meaning it contributes is "no good deed goes unpunished" (Clare Boothe Luce). This is a rather cynical statement, but in this story, it seems that Daru, a man so happy with his life, is undone by the kindness he shows a stranger.