'Have you come back ?' said the woman. 'I thought that no one had come back.' Does this statement give some clue about the story ? If yes, what is it ?

The given lines do give a glimpse of the story. They bring forth the idea that some important event had occurred because of which Mrs. Dorling had thought that there was thin chance of anybody coming back after it. This becomes clearer when the war and struggles related to it are mentioned in the story which explains Mrs. Dorling's surprise on finding out that the author had not only survived the war but had also returned. Moreover, the lines also  give the hint of the speaker being guilty or answerable in some way to the author. This aspect also gets more lucid when it is revealed that she had taken in many of Mrs. S's belongings in the name of safe keeping before the war and apparently had not harbored any intention of returning them.