Where It All Goes Down
Overall Political Situation
During Joan's time, France was a mess and had been for a while. The Hundred Years War had been going on since 1337. It was an extended conflict made up of lots of smaller wars. Basically, you had two families with claims to the French throne – the House of Valois and the House of Plantagenet. The Valois thought they should rule France, while the Plantagenets claimed both France and England. To make things even harder to sort out, both had legitimate claims, depending on how you looked at it. The families and their various allies wreaked havoc on the land for years and years.
Before Joan showed up, our buddy the Dauphin, Charles of Valois, was in pretty bad shape. He was surrounded by enemies. First there were the Burgundians. Charles had tried a couple times to make peace with their Duke, John the Fearless. Guess John shouldn't have been so fearless, though, because at the second "peace talk" Charles's men rose up and assassinated him. It's unclear as to whether Charles knew about this beforehand. Whatever the case, it was a pretty bad idea. The Burgundians were understandably kind of mad about the whole their-leader-getting-butchered thing. John's son, Philip the Good, allied Burgundy with Charles's big dog enemies, the English.
Things got worse for Charles when his mother, Isabella, who had committed adultery, and his father, Charles VI, who suffered from schizophrenia, disinherited him. There were rumors buzzing around that Charles wasn't the legitimate heir. People thought he might be the product of one of his mother's affairs. In any case, his parents signed the Treaty of Troyes, with King Henry V of England. This document declared that the English heir, Henry VI, would take the throne after Charles's father died. Luckily for Charles, his father and Henry V both died really soon after the treaty was signed. Henry VI was just a baby and so was more concerned with his bahbah than conquest. Still, a huge chunk of northern France, including Paris, was occupied by the English. Charles didn't really take any decisive action to kick them out, even though he had more soldiers. Why? We don't know.
By the time Joan arrived at Charles's court in 1429, France was in total chaos – so much so, that most people didn't even think of themselves as French. Shaw recognizes the country's general state of disarray by having La Hire say, "She has made her way from Champagne with half a dozen men through the thick of everything: Burgundians, Goddams [English], deserters, robbers, and Lord knows who" (2.20). La Hire also describes her as "An angel dressed like a soldier" (2.18). This description turns out to be pretty accurate. It's Joan's influence that inspires Charles to rise up and take control of the country. By 1453 he's expelled the English and united France under his rule.
On the Micro Level
The specific places where Shaw chooses to set the actual scenes are remarkable for the fact that they're pretty unremarkable. Let's do a rundown: we've some rooms in castles, the bank of a river, a room in a cathedral, and a bedroom. Shaw chooses theses places in a play where giant crazy battles, a grand coronation, and a massive public execution take place. Of course, all these events happen offstage.
Shaw says in his preface to Saint Joan that grander settings would be a mistake. He seems to have no patience for spectacle. He writes that building the "elaborate scenery" that would be required by having Joan burnt on stage, and having an "obviously sham fight" for the bridge across the Loire would be a waste of time. He says that audiences would go home cursing him "for writing such inordinately long and intolerably dreary and meaningless plays." That's the key word here – "meaningless." It seems that fancy sets were far less important to Shaw than giving audiences something to really think about. The simple settings he chooses provide a forum for his intellectual discussions to take place.