Answer: It is set in a home on an estate in the country adjacent to open land.
Explanation: The aspect of the setting in "The Open Window" by O. Saki that makes the story work is that it is set in a home on an estate in the country adjacent to open land. Frampton is there to introduce himself to Mrs. Stapleton. While waiting for her, Frampton is told by her niece Vera that there has been a tragedy, Mrs. Sappleton's husband and two of her brothers went for hunting and never returned. Mrs. Sappleton comes and explains that the window is open because she is waiting for her husband and her brothers, Frampton feels uneasy, as he looks toward the lawn.