Well, the setting moves around a little because the speaker and Death are going for a ride in a carriage. It starts when Death picks up the speaker and they drive for a while through her town, past the schoolyard and fields of grain, and eventually to her burial site. We can assume that the trip takes a while and that they probably cover a decent amount of ground. It's light when they set out on their journey, then the sun sets and night begins. Let's not forget the burial "house" either. While we never actually see the speaker in the house, we can assume she made herself pretty comfy shortly thereafter.
The setting shifts a bit in the final stanza because we find out the place in the poem is from long ago and that the speaker is really telling this story long into the afterlife. So, you could say the whole poem takes place in the afterlife, but the memory of the ride has a different setting altogether.