Connie obsesses over being trapped at Wragby, so it's not surprising that most of the novel is set there.
Wragby is Clifford's estate. It's not much of an estate—the house isn't very impressive, and it's near an ugly mining village called Tevershall. Connie is used to London and the pretty, green hills of southern England, so she's horrified by the "utter, soulless ugliness of the coal-and-iron Midlands" (2.3). The Midlands were the heart of the Industrial Revolution in the 19th century, sort of England's Silicon Valley without all the good design and organic strawberries.
In the 19th century, the Midlands produced factories, coal, and misery in astonishing quantities—and later, a lot of really good rock bands. Connie doesn't admire their industry the way Clifford does, though; all she sees are
clouds of steam and smoke, and on the damp, hazy distance of the hill the raw straggle of Tevershall village, a village which began almost at the park gates, and trailed in utter hopeless ugliness for a long and gruesome mile: houses, rows of wretched, small, begrimed, brick houses, with black slate roofs for lids, sharp angles and wilful, blank dreariness. (2.1)
In fact, the general effect is, well, hellish: "a sulphurous combustion of the earth's excrement" (2.3), which is a polite way of saying that the earth is pooping out coal.
Connie puts up with it for a while, but eventually it starts bringing her down. Wragby takes on a personality of its own: "The great, rambling mass of a place seemed evil to her, just a menace over her. She was no longer its mistress, she was its victim" (19.61). This is Poe-level craziness, but you can't blame her: the setting of Lady Chatterley's Lover really is a prison to her.
It's not all ugly, though. Wragby is attached to a beautiful park, with really lovely woods. Lawrence waxes rhapsodic about them. Here are a few typical examples:
Want to know more about why Lawrence might spend so much time talking about flowers? Check out "The Garden of Eden Allegory" and then get back to us.
As important as the geographical setting is the temporal setting—not just where it's set, but when. Lawrence spends a lot of time bemoaning the loss of the good old England; not just the pre-industrial England of the 18th century, the "tattered remnants of the old coaching and cottage England" but "even the England of Robin Hood" (11.92). It's the woods where that Old England remains—"the great forest where Robin Hood hunted" (5.5).
Nostalgia like this drives home Lawrence's disgust for the modern world. This isn't just some cranky ranting about Facebook and iPhones; Lawrence really feels that the world is going to hell. We get lots and lots of passages about the new world replacing the old. Here's another typical one:
Now they are pulling down the stately homes, the Georgian halls are going. Fritchley, a perfect old Georgian mansion, was even now, as Connie passed in the car, being demolished. It was in perfect repair: till the war the Weatherleys had lived in style there. But now it was too big, too expensive, and the country had become too uncongenial … This is history. One England blots out another. The mines had made the halls wealthy. Now they were blotting them out, as they had already blotted out the cottages. The industrial England blots out the agricultural England. One meaning blots out another. The new England blots out the old England. (11.94-95)
This is also how you know that Lawrence isn't a progressive. He doesn't want things to change, and anything new is automatically bad. Just to be clear, we're not talking about turning the clock back a few years, like putting on a neon shirt and calling it retro. He wants to go way back to some kind of hazy feudal past, when the overlords were overlords and peasants were peasants.
One thing is certain: Wragby in the 1920s is about the last place on earth that any sane person would want to be.