For most readers, the title places them in a scholastic setting—you know, sitting in a funky smelling room in an uncomfortable desk (who-knows-what stuck to the underside) with a clock that seems to run backwards. In the third stanza, the setting seems to get a little more specific, maybe a science classroom with lab stations, everyone crowded around to watch the mouse that just got dropped into the poem maze.
But things start to change in stanza 4. From then until the end of the poem, the setting jumps around. Collins demonstrates one of the wonderful ways poems are different from other literary forms—you can switch settings repeatedly in a very short span of time and not seem total nutter (a little perhaps, but not totally). We go from being in the dark room of an unfamiliar house to soaking up the rays and waterskiing to a torture chamber all in the space of ten lines. Try that in a work of fiction!
In a weird way, Collins is putting us in a classroom of the mind. Sure, we jump around from place to place, but at the end of the day, or poem, we should say, we're right back where we started—reading and learning about poetry. And the best part is, you can do that anywhere (Africa, in the waiting room, at the round earth's imagined corners, dream-land, Harlem, even where the sidewalk ends) while doing anything (picking blackberries, stopping by woods, sailing to byzantium, or, say, listening to the learn'd astronomer).
Ain't poetry swell?