Let's start by narrowing in on plot a bit better. Plot is the progress of events that develop conflict and lead to conflict climax and conflict resolution. So what you are essentially asking is: How do the setting locations contribute to the development of the plot conflict, conflict climax, and conflict resolution? The first setting is fairly clear after a bit of thought.
At the reservation, several conflict related things happened. (1) Thomas told the story (i.e., prophesy) that Victor's father would leave and never return. (2) Victor beat Thomas up and Thomas's stories stopped. (3) Victor's father did indeed leave, never to return. The conflicts are self against self and self against environment. These events at the reservation began the conflict as Victor reacts to Thomas's story and to his father's departure.
Another example of how the setting's locations contribute to the development of the plot relates to Nevada. In an ironic twist, Thomas, the teller of life changing (or not) stories is the one who hits and kills "the only living thing in Nevada." When Victor sees no living thing all through Nevada, he demonstrates the conflict of self against environment. Symbolically, in his experience, the environment is devoid of life, empty, barren. Thomas connects with the environment and brings forth life, the jackrabbit. Symbolically, Thomas crushes the rabbit demonstrating that where life exists, the opportunity for a painful end also exists.
This incident is the beginning of the resolution to the conflicts: Victor accepts that pain and disappointment abide with life; he makes peace with his own distress; he forgives his father and Thomas. Thomas tells a second, redeeming story about Victor's father and gets his living stories back:
Thomas went into his house, closed the door behind him, and heard a new story come to him in the silence afterwards.