I will start broad and work my way toward the most specific setting location that I can give you.
The story takes place on the continent of Africa. The country that the story takes place in is Nigeria. The city that the story takes place in is Lagos. More specifically, the story begins in a room located at 16 Kasanga Street.
No time setting is given, but the story does take place over a long period of time. At first the passage of time is narrated as a few days. Then the story tells the reader that a few weeks have passed. The next time indicator tells the reader that eight years had passed, and Okeke still would have nothing to do with his son.