Casterbridge is about as "natural" of a town as you can imagine. It's set in the middle of agricultural fields and doesn't have a lot of the "unnatural" industrial mills and factories that were springing up at the time in towns further north in England. The town's naturalness contrasts sharply with the artifice (fakeness and superficiality) of some of its inhabitants. Lucetta, for example, is always thinking about what she wears and how she carries herself. Elizabeth-Jane, on the other hand, is completely natural – she doesn't think about these things at all.
Casterbridge, where most of the novel takes place, represents a kind of compromise between city and country life, and between civilization and nature.
Elizabeth-Jane's natural intelligence and morality form a sharp contrast to Lucetta's artificial, assumed accomplishments and her socially imposed value system.