Dialogue is what the characters say aloud. It helps brings them to life.
It should sound realistic - read it aloud to see if it does.
How the character speaks is part of the way we get to know them. In a short story you have limited space, so use dialogue wisely.
Put inverted commas (" ") round the exact words the character says and start a new paragraph for each new speaker.
Try to have a balance of dialogue and description. Description should have a point in the story - it should not just be filling up space.
Descriptions of buildings or scenery can create atmosphere. For example, weather can be atmospheric and descriptions of characters can reveal something about their personalities.