Given that this is a poem about the immigrant experience, it's no wonder that setting is pretty important. And the two main settings that the poem evokes are China and America. References to "Angel Island" (in California) (8) and "Piss River, Oregon" (29) refer to specific locations in the U.S. And then references to "Hong Kong" (26) and "China" (47) evoke the speaker's native home in China.
The poem also evokes setting in another sense: in terms of time. In line 10, there's a reference to the "late 1950s," when Marilyn's father arrives in the U.S. In this regard the poem also points back to a historical setting: a time when many Chinese immigrants arrived in America.
Ultimately, these two settings contribute different—at times conflicting—cultural identities to our speaker. The poem is her way of working through that position of being split between two different worlds, literally and figuratively.