It is a curious characteristic of many who have lived and, especially, farmed in the prairie states and the plains states that, while to the casual observer of these areas there is little beauty in the expanse of "plain" land without the majesty of mountains and lakes, such places are rich and beautiful to them. For, when someone breaks the fertile soil and sows seeds that come to rich fruition, there forms a bond between the human who has spent many an hour in toil and communion with the fertile earth that nourishes and keeps him/her. Certainly, the farmer senses in the earth and the landscape--

...the miles of copper-red grass...drenched in sunlight that was stronger and fiercer than at any other time of the day--

life.

When Antonia Shimerda first arrives in Nebraska from Bohemia [Czech Republic now], she is a dainty girl, pampered by her more aristocratic father. But, after living in abject poverty in a subterranean home and spending a brutal winter, Antonia is altered by her environment. Following the terrible loss of her father, Antonia must work hard in the fields and confront many challenges, such as the brutally cold winters, the lack of warmth and food, and the loneliness and deprivation of the company of those like her. Fortunately, she makes friends with Jim Burden, an intelligent and sensitive boy, orphaned by the death of his parents, who lives on his grandparents' farm nearby. Together, they share a tactile love of their environment.

After the death of her father, Antonia is forced to work as hard as her brother in the fields. Because her role is that of a laborer on this farm, she steels herself against sentimentality and the expense of time on appreciation of beauty. Therefore, when Jim comes by to see her, Antonia is reserved and rather abrupt as she talks to him, displaying no interest in thoughts of old that they have shared. When Jim says, 

"Grandmother want to know if you can't go to the term of school that begins next week over at the sod school-house...."

Antonia curtly replies,

"I ain't got time to learn. I can work like mans now. My mother can't say no more how Ambrosch do all and nobody to help him. I can work as much as him. School is all right for little boys. I help make this land one good farm."

While Jim's feelings are hurt by this curt remark, it becomes apparent later that Antonia makes only a show of bravado as she has repressed her other feelings for which she no longer has time.

In her understanding of the cruel position in which Antonia is placed, Jim's grandmother arranges for the girl to work in the town of Black Hawk where Jim's family now has moved. There, Antonio can earn money for her family and find some enjoyment of life. Curiously, however, when the hired girls and Jim sit by the river one evening watching the beautiful sunset, Antonia cries not for the Nebraska countryside, but for her home in Bohemia, perhaps because she feels out of place in town where "[T]he country girls were considered a menace to the social order." 

It is also in the town where Antonio gets herself into trouble, having fallen in love with Donovan, who impregnates her and abandons her after taking her to Denver. Disgraced, Antonio returns to the farm where she works all the time. It is the "good earth" from which Antonio derives her strength, and she later meets a local farmer and marries Cuzak, a Bohemian like herself. Together they raise a large family.

When Jim visits after so many years, he recounts,

The eyes that peered anxiously at me were—simply Antonia's eyes. I had seen no others like them since I looked into them last, though I had looked at so many thousands of human faces. As I confronted her, the changes grew less apparent to me, her identity stronger. She was there, in the full vigour of her personality, battered but not diminished, looking at me, speaking to me in the husky, breathy voice I remembered so well.

Like the Nebraska earth itself, Antonio has passed through a brutal winter in her life, but, renewed in the spring, she has given life to Leo one Easter, the boy she admittedly loves the most, and from her have sprung many other little lives, witnesses to the bounty and strength of her pioneer spirit that has renewed its bond with the golden and red fields she has always loved.

First, think about the changing setting in the novel.  The story begins in a rural area, where nature and scenery are very important.  The countryside is explained in great detail, and affects how the characters behave at this point in the novel.  The main characters are children at this point, and they learn to explore their unfamiliar surroundings together.

Later in the novel, the setting changes to the big city, and the character's lives and behaviors reflect this change.  There are many differences between the country and the city, and you should consider how these differences would affect the characters' behavior.

You should also consider the time period that the novel is set in, because time period greatly affects character behavior, everyday life, and the plot in general.

Perhaps you can research the late 1800's to learn more about what life was like at that time.  Certainly, the characters faced many different issues than you and I face today.  This might just be the answer to your question about how setting illuminates the entire work.