Although we're getting most of our info in the dialogue of two characters, we get a ton of information about where this poem goes down. For one thing, this poem was originally published in a collection called North of Boston, which means we're in New England, a place Frost knew well. Plus, we know we're in an old house with a graveyard out back, within view of the window.
Below that window, there's a stairway, leading to an entryway. And it's on these stairs and in this vestibule where most of this poem takes place. The kitchen is within earshot (which we know because when the woman stood looking out the window before, she could here her husband in there), and it seems like there's a parlor (in modern words, a living room) nearby as well. So we've got a relatively big house.
So we've got the lay of the land down pat. But other than that, we don't get a ton of detail. After all, there's not much cause for a married couple to wax poetic about the drapery smack in the middle of a knockdown, drag-out fight.
What we do know is the emotional details of this environment. Frost cleverly uses the details of the setting and the way the characters interact with it to reflect their sorry emotional states.
The husband clearly feels at home here. It's where his family is buried, after all. The wife, however, feels trapped. She wants air, and makes several attempts to walk right out the front door. In her case, this house, and the man in it, do not add up to a home.
Plus, there's the power dynamic between these two that the setting reflects. For most of the poem, we see the characters interacting on the staircase. The couple's shifting positions on the flight of stairs show us the power within their relationship in a very visual way. When the woman is at the top of the stairs, she has the power, but then the man comes up and takes it from her. Yet, when she's at the bottom of the stairs, she gets a new source of power from the doorway, through which she can escape.