Okonkwo was well known throughout the nine villages and even beyond .... from Umuofia to Mbaino. ... in all the nine villages of Umuofia ....
Beginning in the largest terms, the setting, which comprises location and time (spatial and temporal) elements, is the continent of Africa, the nation of Nigeria and the "nine villages" of Umuofia, the homeland of the Ibo people. After flashbacks that tell of Okonkwo's youth and father, the first temporal event in the setting is the impending war with the village of Mbaino, part of Umuofia's constellation of nine grouped villages, as identified in the quote above (this constellation concept may be a little difficult for Western readers to understand because, in Western culture, each village or place has its own independent place name while Umuofia is the constellation name, "the nine villages of Umuofia," and a village name, "Okonkwo of Umuofia arrived at Mbaino ....").
In more local terms, the spatial/location setting begins in the village of Umuofia, Okonkwo's home, then soon moves temporarily to the village of Mbaino where Okonkwo acts as the "emissary of war." This element of setting is an important part of the plot because of the boy Ikemefuna whom Okonkwo brings back as part of the settlement from Mbaino to pay recompense for the death of Ogbuefi Udo's wife and to guard against war with the village of Umuofia. The spatial locative setting, though it diverts to the village of Okonkwo's exile, where he is meant to accumulate more of the feminine force to balance his over-abundance of the masculine, generally focuses on the village of Umuofia throughout the narrative.
The temporal/time element of the setting is more accurately pinpointed when we learn that Umuofia comes to be occupied by English Christian Missionaries. The first attempt at missionizing pre-colonial Nigeria was in 1841. Though that attempt was a failure, missionaries returned around 1850 and successfully established bases in Nigerian villages. The missionaries in Umuofia represent the flow from this second wave of missionization that preceded the serious colonization that was to come somewhat later, beginning at about 1870 to 1880. Thus the time element of the setting--being after the 1850 wave of missionaries but before full colonization while being in a period during which government officials are already installed--is best understood as between 1880 and 1890 as it took considerable time for missionaries to become established in all the Nigerian villages. Note that the strategy of using village converts to try to persuade village leaders to convert to Christianity is a strategy of pre-colonization missionaries who were paving the way for economization of natural resources following the abolition of slave trade and paving the way for English governance over the villages.