We've got a pretty clear idea of the setting of this poem. The jar is sitting on the ground, in a hill, in the middle of the wilderness. It's also, of all places, in Tennessee.
Before we start tackling the mysteries of this setting, let's imagine a little what we already do know about the setting. We can see bushes, and birds, and vines winding up trees. If we were walking in this wilderness, we'd probably be all scratched up from the thorns that get in our way, and have to do a good bit of trailblazing. This wilderness is "slovenly," so we don't think that there could be many paths cut in it.
But for some reason, the hill the jar is on seems likely to be as gray and bare as the jar itself. The jar is on the ground, and seems to have a central place in the landscape, which makes us think that it can't be obscured by a bush or a tree. The jar, given this place of high ground, seems to be sitting on a little throne, humbling all the scenery around it by force of sheer, man-made ordinariness. The setting of the wilderness, then, serves to heighten the contrast with this unassuming, fabricated, little jar.
Then, of course, we've got the whole Tennessee thing. We know that Stevens was an East Coast kind of guy—born in Pennsylvania, educated in New York, and a professional in Connecticut. Maybe Tennessee had an appeal to him as a wild, more western state. Clearly, this poem would lose some of its central contrast if it took place in New York City's Central Park.
More importantly, perhaps, than what state the poem is set in, is that it's set in a state at all. This jar, the speaker tells us, is in the wilderness—but it's also in Tennessee, the man-made name for the state whose boundaries that wilderness is in. So, even as we follow this little artifact of industry into the wilderness, we haven't really escaped civilization at all. Tennessee may be full of things that procreate, are wild, and live outside in the land of birds and bushes, but, after all, Tennessee's boundaries were drawn up by men. By this token, the speaker seems to be asking, "Is there any way to escape to a purely natural setting, one that lacks any stamp of human influence?" We're guessing… no, though it could be fun to try.