Jem tells Scout not to be afraid of Bob Ewell's threat because "Mr. Ewell was more hot gas than anything". Jem is saying that Ewell just likes to hear himself talk, and that there is probably little danger that he will act on what he says.
After his conviction, Tom Robinson, understanding that he is doomed despite the fact that he did not commit the crime of which he was accused, tries to make a run for it, but is shot down in a hail of bullets. Maycomb is abuzz at the news of Tom's death, and many blame the way things turned out on Tom himself - "Typical of a nigger to cut and run...typical of a nigger's mentality to have no plan, no thought for the future, just run blind first chance he saw". Mr. Underwood, the owner of The Maycomb Tribune, writes a scathing article defending Tom Robinson. Scout is at first confused, then she understands what so many adults in Maycomb cannot, that Atticus had used every tool available to free men to save Tom Robinson, but in the secret courts of men's hearts Atticus had no case". Because of deeply ingrained attitudes of prejudice, "Tom was a dead man the minute Mayella Ewell opened her mouth and screamed".
Bob Ewell himself responds to the incident by saying that "it made one down and about two more to go", a veiled threat obviously aimed at Atticus. Ewell's views are quickly spread in Maycomb through gossip; it is not long before the children hear of them along with the adults. Jem tells Scout not to be afraid because Ewell tends to be all talk, and he warns her not to let Atticus know that she has heard he is in danger (Chapter 25).