You just send them the story. Like you do with all magazines. ALmost no magazines need queries for short stories. You just send them. Queries are mostly for non-fiction articles.
edited to add: And don't send them a cover letter that says, enclosed is my short story etc. They can see what you sent them. Some mags I don't even bother with a cover letter. They know what it is, they know what it is for, your info is on the first page. If they have contests and regular submissions, include a cover letter that says what it's for, if you have a long list of very impressive credentials absolutely include a cover letter. Don't bother putting a "hook" in your cover letter like you would with a novel. They can read the story, it doesn't take that long. So basically cover letter is. Dear "person's name" My credentials are this. Hope you enjoy it. I look forward to hearing from you. Sincerely, "your name". Do not forget to include the SASE. That's it. Short stories are simple.