In the story, the open window is symbolic, it is at the heart of the tall tale that Vera tells Framton Nuttel. She leads him to believe that the open window is a memorial, left open to honor her dead uncles who were lost in the bog three years ago. The open window is also a symbol of hope, the hope that Mrs. Sappleton has that the hunting party would return. She leaves the window open so they can enter the house just the way they always did after a hunting trip.
If you want to get into looking for serious symbolism, I think that you could say that the Sappleton home is symbolic of the real world that Nuttel cannot cope with and that Vera is a typical stranger he encounters in every day life. He is easily persuaded to believe anything, even the silly story that Vera tells.
Now, Nuttel is a grown man, and yet he allows himself to be taken in by a 15 year old girl who uses him to entertain herself, by inventing a fairy tale about ghosts rising out of the swamp.
The hunting party could also be viewed as other aspects of life that frighten Nuttel, anything unexpected, not planned seems to unnerve him. When Mrs. Sappleton comes down the stairs, finally, Nuttel is so charged up, terrified, that he can barely speak to her in a civil tone. This is symbolic of how inferior he feels around other people, especially strangers.
Vera is more mature than Nuttel, she is certainly more creative. Mrs. Sappleton gives Nuttel a clue as to Vera's personality when she asks if Vera has kept him entertained. He appears to have no ability to discern that the young girl is teasing him.
These are just my own thoughts, I enjoy looking for deeper interpretations in literature!
Framton Nuttel himself can be considered a symbol. There is obviously something wrong with him (either he's stressed or has some sort of mental imbalance) and the way he acts at the end of the story (running out of the house) is rather crazy. His last name is NUTtel, as in calling someone who is crazy a nut.
The window is also a symbol for freedom. Vera, as a young lady at the turn of the century, had many limitations on what she could and couldn't not do. She took advantage of the opportunity the open window presented her to entertain herself (though, at Framton's expense).