Louisiana, early 1980s
Setting is not exactly the point of Dead Man Walking. The book is about the death penalty everywhere, and not just in Louisiana, where the action of the book takes place.
Still, the setting matters in a number of ways. Louisiana has a large Catholic population; many of the people Prejean interacts with, including the crime victims and Pat and Robert, share her faith, providing a common moral framework from which to discuss issues of revenge, mercy, and forgiveness. When Prejean talks to Warden Blackburn, and argues that his Christianity is not consistent with his role in executions, he disagrees with her (6.35). But at least they agree on what they're disagreeing about.
Angola Prison itself is also an important setting. The ominous institutional cells and straps and restraints give you a sense of the restriction and confinement that the inmates face, and they parallel or point to the ultimate restriction of death. "The tower is glassed all around at the top. In the middle sits a toilet, unseen from the ground. A radio. A telephone. A rifle. And twelve hours to go" (4.19).
That's Prejean's description of the guard tower, but the bleakness and the crawl of time are equally applicable to the death house, to the prison, and to a country that, in Prejean's view, kills its citizens. The death penalty places everyone in Angola.