Where It All Goes Down
There are a lot of settings evoked in this poem. A "road" is one setting (l. 11). This road is the metaphorical path that African-Americans have walked on their long march to freedom.
On a second level, though, the whole natural world is the setting of this poem. The speakers reference elements of nature—the "rolling sea" (l. 6), "the listening skies" (l. 5), and the "white gleam" of a star (l. 21)—as a way to talk about the power of their song and their hope for the future. Nature is powerful, and so the speakers describe nature as a way of evoking the power of their own song and hopes.
The setting of this poem is also American history. That history is referred to in images—such as "the chast'ning rod" (l. 12) and "the blood of the slaughtered" (l. 18)—that suggest the violent history that African-Americans have had to live through.