Setting is defined as the time and place a story occurs. 1984 is a futuristic novel that Orwell set thirty-six years into the future at the time of its writing in 1948. It takes place in Oceania, which is a fictional representation of America and England, with elements of each. Macbeth, in contrast, is set in Scotland in medieval times. It's hard to imagine two more different settings, and I cannot think of any similarities inherent in these specific times and places. Perhaps someone else can!

However, if by "setting" you mean society, then some similarities do come to mind. Society in each of these stories is controlled by a destructive authoritarian power. In each, that power lies in the government (the state). The people enjoy no individual rights and exercise no power in regard to their own lives. They suffer with no means to free themselves from suffering. Macbeth develops the idea of a "suffering Scotland" in numerous places. The human suffering in 1984 is the very foundation of the novel, through which its themes are developed. In both works, evil is a very real presence that directs and controls the story. Whether found in one despicable ruler who steals his crown or in a system of government that crushes every individual, it is the presence of evil that affects the societies of Macbeth and 1984 in similar ways.