George and Lennie are talking about their dreams of owning a farm and rabbits while sitting in front of a fire. Their dreams are their plans for the feature, the American dream. Their dream is foreshadowing that it will never happen/work out. Everybody has a dream, no matter who.
Candy's dog is shot by Carson. Candy and the dog are foils of Lennie and George. The death of the dog foreshadows the death of Lennie. Friends have to make sacrifices and difficult decisions for each other.
Lennie kills Curly's wife because of how soft her hair was. after Lennie kills Curly's wife, it is the turning point for their dreams, everything starts to go downhill. Road blocks often get in the way of accomplishing your dreams.
George shoots Lennie while talking about their American dream. The death of Lennie is symbolic for the death of their dreams. Dreams are not suppose to happen, and dreams don't come true.