The library databases offer a great place for you to go and find criticism about a short story you've read. You have the option of searching by the name of the story and/or the author and/or the title of the collection of stories.
A friendly tip: not all short stories have criticism written specifically about them. BUT you can search for criticism about a collection of short stories (as referenced above). That will often offer up information about recurrent themes in the collection that you can then use to gain clarity on a story you've read.
To find the name of a short story collection it can be as simple as going to Google and typing in the name of the short story with the name of the author. The results that show up will likely reference the title of the collection and/or will offer up a link to the collection in places like Amazon.
-- but you can also always ask a Reference Librarian for assistance :)