With a few exceptions, your short story will most likely have been printed in a serial publication (aka a newspaper, magazine, or literary journal).
Use the library's Journal Search to look up the name of the publication the story was printed in. If W&M Libraries has it, the journal search is the most reliable way to find it.
Tip: Make sure the library has the right date of the publication you need - for some publications we only have select issues.
If you're unsure, check WorldCat to see what libraries do have that publication.
Tip: Use the left sidebar of WorldCat to limit your results to only journal/magazine formats.
If W&M Libraries doesn't have the issue you need, you can request it through Interlibrary Loan.
Tip: You'll have to include exactly the date of the publication you need in your request, and page numbers if possible.