Although the story of Job takes place in the land of Israel, the more relevant setting is Job's burned out house, where he sits "among the ashes" and speaks to his friends (1:8). The whole scene is so bleak that Job's friends "did not recognize him" "when they saw him from a distance" (2:12). Depressing, we know.
If you were directing Job as a play, you'd only need one minimalistic set. In many Bible stories, setting is hugely important, but Job is a much more philosophical text. The focus is on one man and his relationship with God.
Heads up, Shmoopers. There is some major disagreement about when Job was written down, and it's kind of a firestorm in the academic community. But don't worry, we're here to help.
First, it's important to remember that dating any Biblical text is very difficult. When Harry Potter came out, it came out. The text was finished, edited, and published in its current form. But in the ancient world, there were no publishing houses, most people couldn't read, and literacy was confined to kingly courts. That makes dating these things pretty tough.
Even if we could date a biblical text, all that would tell us is when the story was written down—not when it emerged on the cultural scene. That means a story like Job could have been around in different forms (told by different storytellers in different cultures) for millennia before somebody decided to write it down. And even once it was written down, somebody may have picked that document up, hummed "She'll Be Comin' 'Round the Mountain When She Comes" to themselves, and changed whatever they wanted. So we're talking multiple layers of changes, additions, and alterations, all of which work in service to the political motivations of whoever was writing at the time. Confused yet? So are we.
In terms of Job, we have to consider the differences between the prose frame story and the poetic middle section. Let's start with poetry. The section of the story with Job, his friends, and God looks a lot like the Patriarchal pieces of Genesis—the setting is pastoral and agricultural, and focuses on families rather than nations. This would put the story's origin much around 1400-1000 BCE.
In the prose frame, God acts very differently than he did in the 1400-1000 BCE zone, and Satan wasn't really even a character. We're pretty sure this one came later, and a lot of people agree that it's more like 6th century BCE.
So, Shmoopers, here's our educated, non-academic, but useful guess: Job is a compilation of an older story with an older theme (the poetry section), with a much newer frame story. If you're aching to know, the Internet is rife with claims about when this sucker originated. But before you voyage out into the depths, just remember that none of these claims know for certain.
P.S. Be wary of people who try to date books of the Bible by adding up biblical figures' ages. That doesn't work.