In Chapter I of Wuthering Heights, the narrator--a man named Lockwood--describes the section of Yorkshire, England where the novel's action will take place. He begins:
This is certainly a beautiful country! In all England, I do not believe that I could have fixed on a situation so completely removed from the stir of society. A perfect misanthropist's heaven...
Lockwood has come to the region seeking peace and quiet. He believes that he has found a perfect place for a misanthrope--someone who dislikes human company. This is a foreshadowing, of course, of the personality of Heathcliff, a man who is difficult with everyone, including his beloved Catherine.
Later in the chapter, Lockwood discusses the name of Heathcliff's house, Wuthering Heights. He tells us that "Wuthering" is a local Yorkshire dialect word that refers to an "atmospheric tumult to which [the house] is exposed in stormy weather." Here, again, the setting hints at the action that will take place later: there will be stormy love affairs and stormy conflicts at Wuthering Heights.
For further comments on how the novel's setting reflects its action and themes, see the second link below.