The clothing and the dwellings of people in Puritan New England were very modest. Simple clothing in dark colors--women wore long skirts which are not form-fitting, long-sleeved blouses, bonnets, stockings, and aprons. No makeup, no jewelry, nothing adorning the clothing. Men wore the same sort of blouses, pants, stockings, clunky shoes with buckles, hats.
The set should be clean, simple, and plain...this is especially true for the jail in Act IV. Wood paneling or plain white walls, simple table and chairs, simple cot with one blanket. Of course, you will need a window with bars. Lighting will be important here, since the beginning scene is described as "dimly lit".