You can find the answer to this question near the beginning of Chapter Six. In the early morning on Whit Monday, Mr. and Mrs. Hall both went down into the cellar of the house in order to perform a mysterious "private" activity pertaining to "the specific gravity" of the beer they are making. However, having reached the cellar, it occurs to Mrs. Hall that she has neglected to bring the sarsaparilla bottle from the couple's room. As such, Mr. Hall, presumably operating under the direction of his wife, whom, it is implied, is in charge of their work, goes back upstairs to fetch the bottle.
Upon his return to the upstairs landing, he is surprised to see that "the stranger's door is ajar." Later, he notices that the front door is actually unlocked, being simply standing on the latch, and connects this discovery to what he has seen upstairs--knowing that his wife definitely bolted the door the night before. This also startles him, and he goes back upstairs to see that the stranger's room is indeed empty. Mr. Hall becomes certain that the stranger must have left in the night.
Later, the Halls are surprised again when "the bed-clothes gathered themselves together, leapt up suddenly into a sort of peak, and then jumped headlong over the bottom rail." The Halls then receive an onslaught of various items of the stranger's clothes being flung at their faces by an unseen hand; they also hear someone "laughing drily in a voice singularly like the stranger's." The door then slams violently and locks itself, leaving Mrs. Hall "almost in a fainting condition" in her husband's arms.