We're told three times in this poem where we are—way down South in Dixie. So, we're probably somewhere like Mississippi, Louisiana, or Alabama—you know, the Deep South. Bets are we're somewhere rural, far away from big cities, but maybe near a small town, where the crossroads would be a convenient gathering place.
If the poem is, as we suspect, set around the time period it was written, we're in the early twentieth century, and things are pretty rough for black people in America—especially in the South, where Jim Crow laws are still in full force. The Ku Klux Klan is active, and black men can get lynched for just looking at someone the wrong way.
Yet we don't see much of this in the poem. There's no overt mention of racism, or the folks who hanged this speaker's man. We just see the South, and a body hanging from a tree at a crossroads. And really, that's all we need.
The point here is not the big mean world. The focus is on this one girl's grief, and how the big mean world brings that grief about. In the end, she's not all that interested in who did this to her main squeeze. What matters to her now is not guilt, but grief.