Vera knows full well that her uncle and his brothers-in-law have gone off on a hunting expedition and that they'll be back at any moment. This gives her the opportunity to play a wicked prank on poor, nervous Framton Nuttel by spinning him an elaborate ghost story designed to scare him half to death.

As part of her elaborate ruse, Vera tells Framton that the large window in the drawing room is open at the insistence of her aunt, Mrs. Sappleton. Apparently, Mrs. Sappleton keeps the window open for the benefit of her brothers and husband, who perished in a tragic accident on the moors when they were out hunting three years before.

When Mrs. Sappleton appears, she confirms that she does indeed leave the window open for the return of her husband and brothers. But of course, in actual fact, these men are very much alive and well, and they are expected to return home from a day's hunting at any moment.

However, Framton doesn't know this and assumes that what Vera's been saying is right and that Mrs. Sappleton is an eccentric woman in denial over the deaths of her loved ones. This beautifully sets up the punchline of Vera's elaborate joke when the men approach the window and unwittingly horrify Framton, who—thanks to Vera's tale—thinks that they're ghosts.