The wind was a torrent of darkness among the gusty trees, (line 1)
We open with a line about the landscape. This makes a lot of sense. It gets us into the mood of the poem, the atmosphere, before we start talking about the action. There's a lot of mood in this landscape. Things are dark, out of order, wild and stormy. That creates a feeling that stays with us when we meet the highwayman. In a way, our feelings about him blend with our feelings about the natural setting. He's wild, passionate, stormy, and also dark and dangerous (in a fun, exciting way).
(Oh, sweet black waves in the moonlight!) (line 35)
Two things to notice here: one is that Bess's hair is compared to waves. That's a pretty normal thing to say about hair, but in the intense, moody atmosphere of this poem, it's hard not to think about actual black waves of water. This echoes the image of a "torrent of darkness" from line 1. In a way, the imagery and the power of nature are everywhere in this poem, even when we aren't talking about rocks and trees. Also, the moonlight makes an appearance, like it does all over this poem.
And out of the tawny sunset, before the rise of the moon, (line 38)
Another big nature moment. The plot event here is that the soldiers show up, but the speaker is careful to remind us of the natural setting. Zooming out to something bigger than the human drama gives us a break from the story. Even more than that, it emphasizes how important the rhythm of the day is for this poem. Everything takes place in a single day (and two nights). The setting of the sun prepares us to change gears, to get ready for the next scene.