the lady had asked whether any message had been left for her; and on his saying no, had felt for a card, but said she had none about her, and went away
Here, the narration refers to a “card”, which is more properly known as a calling card. A calling card -- or visiting card-- is defined as “a card bearing a person’s name and address, sent or left in lieu of a formal social or business visit; a visiting card” (OED). Originally a Parisian trend, these cards were either sent or left at a person’s place of residence to denote that acquaintance had formally visited while they were away or later intended to visit them (Robert Chambers, The Book of Days, np).