The short story says Ennis was from around Sage. At one scene where Ennis and Jack are sharing a whiskey by the fire, Jack asks Ennis if his brother has treated him well. Ennis tells him about his brother and sister raising him, about his sister marrying, and moving to Casper. Perhaps Ennis went to Casper from time to time to see his sister, and somewhere along he met Alma. Also, Ennis got into ranch work early in his youth and from what I can tell from the story, ranch hands move from county to county looking for a job, so maybe that's how Ennis met Alma.
Another possibility could be that Alma was also from Sage, and wanted to move to Riverton because her sister was already there, or mayber her sister followed her to Riverton.