Saki's famous short story "The Open Window" was first published in his collection Beasts and Super-Beasts, which was released on March 7, 1914. The date is significant: the story was published just months before the start of the First World War, which upended the stable country house world Saki depicts.
Although the story was written during the reign of King George V, the entire period from the death of Queen Victoria to the start of World War I is often referred to as the Edwardian period, because King Edward VII ruled through most of it. The Edwardian era, as anyone who has watched Downton Abbey knows, was the period when the upstairs ruling class and the downstairs (and large) servant class seemed firmly entrenched in their places in English society.
The world Saki assumes his readers will know can be confusing to us. The main characters are privileged "upstairs" leisure class people. For example, Nuttel can travel to a country home to rest his "nerves" because he doesn't need a day job for economic support. His host family can lounge around and go hunting because they too are independently wealthy. Nuttel can impose on their hospitality based on only a letter from his sister because he is of the same social class. And finally, the "window" they speak of is what we would call a French door.
After the war, life would begin to change dramatically for leisure-class people like those in the story. Vera might even need to get a job.