"The Windhover" takes place outdoors in the early morning. The speaker, we have to assume, is on the ground, but his attention is entirely focused on the air above him: a windhover (a kind of falcon) is hovering in the air. The wind whooshes around, but the bird manages to harness it, riding it like a jockey rides a racehorse. Even though the bird is tiny compared to the power of the wind, he's able to control it and to master it.
We all see birds in flight almost every day—they're so common that we hardly notice them, unless we're avid birdwatchers. But part of Hopkins's project with poetry was to make his readers look at common, everyday objects in a new way and to notice every detail. That's why he doesn't describe his surroundings in more detail: he wants us to focus on the bird and really absorb everything there is to see about the bird.