One aspect that you have to focus on is how the setting is created through careful choice of diction. The details that are created through word choice help to create the gloomy, depressing mood that seems so central to much of Hardy's poetry and the way that it seems to oscillate between the two contrasting states of hope on the one hand and despair on the other.
Thus it is in "The Darkling Thrush" that the frost is described as being "spectre-grey," and the gloom is depicted using the alliteration in "Winter's dregs made desolate." The bine-stems that the speaker sees are compared to "strings of broken lyres" and we are presented with a desolate landscape, with nobody else, for all have "sought their household fires." Such details create this gloomy, forbidding setting that naturally leads the speaker to think depressing thoughts about life and the close of a century.
"At Castle Boterel" begins with a kind of pathetic fallacy, as the "drizzle" that "bedrenches" the speaker and his waggonette could be said to represent the depression that the speaker is in, yearning for his dead wife, which thus leads to the vision he sees of them together but from an earlier chapter of their lives.
In both poems therefore the setting acts as a backdrop for the philosophical meditations that the speaker makes about life, love and the universe, which offer ambiguous comfort.
Thomas Hardy seems to use several methods to create the setting of both "The Darkling Thrush" and "At Castle Boterel."
In "The Darkling Thrush," imagery is used to a great extent. Words that deal with the theme are capitalized, and several of those pertain to nature. The poem centers around nature, primarily, and at the core is the thrush.
Imagery that provides a more vivid setting is found in:
I leant upon a coppice gate When Frost was spectre-gray, And Winter's dregs made desolate The weakening eye of day. The tangled bine-stems scored the sky Like strings of broken lyres, And all mankind that haunted nigh Had sought their household fires.
This first stanza describes the poem's setting, and even sets the mood. The reader finds himself at a frost-covered gate, near the closing of a day in winter, and most people about have hustled home to a warm fire. This is the setting that prepares the reader for the rest of this "heart-warming" poem. (By the way, "...like strings of broken lyres" is a simile.)
In Hardy's "At Castle Boterel," the setting, as in a novel or play, is placed once again at the beginning. And imagery brings a particular place to mind:
As I drive to the junction of lane and highway,
And the drizzle bedrenches the waggonette,
I look behind at the fading byway,
And see on its slope, now glistening wet...
The reader sees the subject of the poem at a crossroads during a light drizzle. The irony of this setting is that it is presented very simply, as ordinary as any other day, it would seem.
However, as the poem commences, the speaker notes that even though life comes and goes at the crossroads where he sits, his time spent there was anything but "everyday." "Crossroads" here may indicate that he was at a figurative crossroads, where a life-altering decision would be made. The simplicity of the setting, provided with the clear and inconspicuous imagery, allows the poet to take the reader completely unaware, at the poem's conclusion—to a startling realization about the significance of his time there that day.
The setting in both starts out by using imagery to set the stage for what is to come. There is a great deal of nature imagery in "The Darkling Thrush," whereas the imagery at the onset of "The Castle Boterel" is more graphic or tangible, like a roadmap. The poems also are very different, with a completely different mood, but a similar message regarding first impressions and transition/change.