Max glanced at Fowler, who was standing stiffly not far from Ausable, and waved the gun with a commanding gesture. “Please sit down,” he said. “We have a wait of half an hour, I think.”

     “Thirty-one minutes,” Ausable said moodily. “The appointment was for twelve-thirty. I wish I knew how you learned about the report, Max.
     The little spy smiled evilly. “And we wish we knew how your people got the report. But no harm has been done. I will get it back tonight. What is that? Who is at the door?”

     Fowler jumped at the sudden knocking at the door. Ausable just smiled. “That will be the police,” he said. “I thought that such an important paper as the one we are waiting for should have a little extra protection. I told them to check on me to make sure everything was all right.”
Max then turned to face Fowler. He was tensely standing there, not far from Ausable. Max waved the gun in an ordering tone and asked him to sit down. Also, he said that they had to wait for half an hour.

After hearing that, Ausable said they had to wait for thirty-one minutes because the appointment was only at twelve-thirty. Then Ausable said he was curious about how Max learnt about the report. Max then smiled in a wicked manner. Here the narrator portrays Max as a "little spy" because the term "spy" reveals the profession of Max. As he was a spy, he came to know how Ausable got the report and where it was.

Max then said that they (Max and the team) wanted to know how Ausable and his people received the report. After telling that, he said that nothing harm had happened, and he would get the report back tonight. Then Max asked Ausable what that noise was and who was knocking at the door. After hearing that, Fowler jumped because of the sudden knocking sound.
Someone knocked on the door
While seeing the behaviour of Fowler, Ausable smiled. He said that the person who was knocking at the door might be the police. Also, he stated that as he had an important report with him, he needed extra care to take of the report. So he had asked the police to keep a check on him to make sure that everything was happening well.
Meaning of the difficult words:
GestureA movement of the hands, arms, or head, etc. to express an idea or feeling
Knock To repeatedly hit something, producing a noise
National Council of Educational Research and Training (2007). The Midnight Visitor- Robert Arthur (pp. 14-19). Published at the Publication Division by the Secretary, National Council of Educational Research and Training, Sri Aurobindo Marg, New Delhi.