In “To Build a Fire,” the protagonist is traveling to “the old claim on the left fork of Henderson Creek, where the boys were already.” This is an area in the Yukon Territory of Canada where there was a big gold rush in 1898. Jack London, the author, actually moved there in 1897 when he was twenty-one, in order to look for gold. The protagonist and his dog are leaving the relative safety of one camp to meet up with some other men that he knows in the Henderson Creek camp.
He apparently took a kind of detour in order to assess the possibility of getting logs shipped out from the islands in the Yukon once spring comes. The trip basically amounts to a full day of walking, and the man undertakes it alone, despite the sound and sage advice from seasoned veterans of the area that one should never travel alone if the temperature is colder than fifty degrees below zero.
Thus, the protagonist is traveling from one camp to another, headed to meet up with his group of friends, and he takes only his lunch, a pack of matches, and his dog. So, when his feet get wet and his fingers start to freeze, he is unable to build the fire he needs to survive.