While Dickinson did occasionally drop her readers into a specific setting or two, in "I measure every Grief I meet," we're very much in her mind, rather than any specific location. And that's cool—it's a pretty interesting place after all.
It's a place where things like grief get measured and weighed. It's a place of wonder, and a place of observation (the speaker does a lot of noting—did you note that?). It's a very private place, but it's also a place of connection to others with similar experiences.
What makes setting this poem in her mind such an awesome choice is that the speaker is able to travel just about anywhere—all the way to ancient Jerusalem if need be—to explore the ideas of grief and suffering. Sure, Dickinson never left her home, but in her mind, she could go just about anywhere.