Essentially, what you have is a tale of an office flirtation gone very, very wrong, resulting in murder (the sound at the end is the stocking being removed from his face for the purpose of strangling her). Campbell keeps everything just beneath the surface to increase that feeling of paranoid tension, capturing the confusion and bewilderment of Sheila as what was an innocent (if at times somewhat bold) flirtation turns not only to stalking but murder.
What makes this one especially horrifying is that, in essence, Sheila creates her own murderer, not only by the level of flirtation -- which Campbell handles almost analytically, assigning no blame but presenting it as nonetheless a factor which can result in the blind cosmos crushing you all the same -- but by listening to that vague, nebulous premonitory feeling concerning the doorway... and sharing those feelings with Tom. This, in fact, may constitute the tale's only supernatural element: the idea that the premonition itself, and her heeding it, leads to the fulfilment of the very thing which she only half-knowingly fears. She not only unwittingly fans the fires of a very unstable person, but provides him with the perfect scene in which to play out his violent fantasies and his even more violent reaction to rejection. It is the sheer feeling of inevitability here that gives it both an horrific and tragic element, and which (to me) makes the story even more terrifying in retrospect than upon first reading.