As a writer, you can show setting by:
A teenager from Chicago speaks differently than one from rural Kentucky. Someone who orders a caramel mocchiato might be of a more sophisticated social class than someone who orders an orange soda.
A hurricane might suggest that you are in New Orleans whereas a blizzard might suggest you are in New England. Fragrant flowers infers springtime whereas swirling leaves infers fall.
A dark, gloomy house foreshadows danger. Flickering candles foreshadows romance or a religious ceremony.
A story set during 9/11 would be a good place for heroic behaviour.
If our protagonist lives in Victorian era London, the customs are quite different than current day New York City.
Victorian era London, its streets filled with wide eyed orphans with rumbling tummies, evokes more emotion than present day London.
Darcy Pattison suggest turning the familiar into the unfamiliar. For example, Where the Wild Things Are starts in the protagonist's bedroom but ends up in a jungle. King Bidgood's in the Bathtub transforms a nightly bath into a wild adventure. You can do the reverse as well. Turn something unfamiliar into something familiar as Brinton Turkle does in her story about a Quaker family called Rachel and Obadiah.
No matter what setting you choose, make sure you have a working knowledge of the locale and time period. If not, do thorough research before you start writing. Here are some picture books and chapter books whose authors have done an excellent job of setting the scene:
1. Cloudy with a Chance of Meatballs (Judi Barrett)
2. The Lorax (Dr. Seuss)
3. Thundercake (Patricia Polacco)
4. Ghost's Hour, Spook's Hour (Eve Bunting)
5. The Hockey Sweater (Roch Carrier)
6. One Splendid Tree (Marilyn Helmer)
1. Summer of the Gypsy Moths (Sara Pennypacker)
2. To the Mountaintop: My Journey Through The Civil Rights Movement (Charlayne Hunter-Gault)
3. The Impossible Rescue: The True Story of an Amazing Arctic Adventure (Martin W. Sandler)
4. Crow (Barbara Wright)
5. The One and Only Ivan (Katherin Applegate)
6. Making Bombs for Hitler (Marsha Skrypuch)