I would want to argue that the different settings are tremendously symbolic in the novel, and trace the development of Jane as a central character and how she grows and matures during this bildungsroman. If we consider the names of each of the five settings, we can see their importance.
Note how the novel begins in Gateshead. In a sense, we see that this location is one of oppression. Jane's "head" or intellect is gated up. From the very first sentence of the novel it is clear that being trapped and restricted is a key theme, and Gateshead through its name summons up images of being restrained and trapped, just as Jane is trapped through her situation in the world and Aunt Reed's opinion of her.
Lowood likewise represents a very "low" time in Jane's life in many ways as she faces the hypocrisy of Brocklehurst and then the death of her best friend, Helen Burns. The name thus represents a time of suffering.
Moving on to Thornfield, it is clear that the name indicates the pain that Jane will experience and suffer during her time their with her abortive relationship with Rochester. It is a time of great suffering for her.
Moor House conjures up images of solitude and the desire to be by yourself, which is something that Jane in a sense needs after her experiences at Thornfield. She needs time to regroup and to heal herself, and Moor House gives her that experience as she is healed through the discovery of the family that she never knew she had.
Lastly, Ferndean is a softer, gentler name in comparison with Thornfield and is therefore suitable for the location of Jane and Rochester's happy life together, as both of them have softened and learned so much through the course of the novel.
Hope this helps! You might want to extend this now by considering the events that occur in each location and see how they can be linked to the name.