Where It All Goes Down
Bedfordshire, England and Lincolnshire, England
Most of the action in the story takes place inside the B family's fancy-pants Bedfordshire and Lincolnshire estates, what with Pamela spending a good portion of the book imprisoned in one or the other. Looking through her eyes, we largely see the world through windows (e.g., the ones she's trying to crawl out of).
Pamela's brief description of the Lincolnshire estate is one of the few references to setting we get in the book, and it's effective in foreshadowing the troubles she will experience in that house:
About Eight at Night, we enter'd the Court-yard of this handsome, large, old, and lonely Mansion, that looks made for Solitude and Mischief, as I thought, by its Appearance, with all its brown nodding Horrors of lofty Elms and Pines about it; And here, said I to myself, I fear, is to be the Scene of my Ruin, unless God protect me, who is all-sufficient. (35.58)
Pamela spends a lot more time discussing her own psychological state and the relationships between characters than her physical surroundings, so we wouldn't say that setting is a particularly big deal in Pamela.
In fact, you might say that it's all in her head.