Lamott's setting is pretty simple: it's where she lives, which happens to be the San Francisco Bay Area in the 1990s. She occasionally tells us stories from her childhood or young adulthood, also in California.
Basically, she's describing parts of her everyday life to us.
This occasionally involves a trip to New York or somewhere else, but mainly we're getting snapshots of the Bay Area as experienced by an eccentric writer. Every now and then we're reminded that it's the '90s because in the book Lamott has recently been protesting Operation Desert Storm or watching Cool Runnings.
But for the most part, the setting isn't all that important here. Lamott is not recreating Bay Area life for us, at least not in this book. She's just trying to show us how to make art out of everyday life.