The play takes place in a nameless coastal town in the south of Norway. The location of the town is important because it's what helps make it a tourist destination. The town's southerly location means that it's warmer than much of the famously frigid Norway. The balmy climate also adds an extra halo over the town in the Doctor's mind, because he was stuck for years in the blisteringly cold north.
The different rooms in which Ibsen chooses to set each scene all seem to have significance as well. In the first act, we're in the Stockmanns' sitting room and can also see the dining room in the background. The setting helps depict the Doctor as a man of the people. We're shown a house full of friends, enjoying Dr. Stockmann's famous hospitality. This makes his friends' betrayal later in the play all the more bitter.
The most devastating set of betrayals occur in the newspaper office, where the Doctor learns that Hovstad and Aslaksen have turned against him. The setting highlights the fact that Dr. Stockmann is being betrayed by media, and becomes in some ways symbolic of the overall corruption of the media in the Doctor's eyes.
In Act 4 we move to a large room in Captain Horster's house. The room is full of people waiting to hear the Doctor's controversial speech. The fact that Ibsen chooses to set the act in a place that can hold a large number of cast members seems significant. The stakes of the Doctor's tirade are greatly heightened by an increasingly rowdy crowd. Also, this public meeting room helps turn the play into a forum for radical ideas.
In the last act we're transported to the Doctor's study. Stage directions tell us that "In the right hand wall are two windows, of which all the panes are broken" (5.1). This detail shows the all out rage that Dr. Stockmann's attempt at truth telling has brought down on him. His sanctuary where he formulated his original ideas about the Baths has been violated and attacked. The stage directions also note that "cabinets containing specimens, line the walls" (5.1). This fact seems pretty significant as well, because the Doctor is just about to embark on his greatest experiment of all: the reeducation of mankind.