Where It All Goes Down
The title gives it all away: the poem takes place in America, right? It also tells us what setting we've left behind. The speaker references her homeland (Africa), but we know she left. As for the old poetic tropes of beautiful African flowers, the sky, the stars, the moon—we're not getting any of that. About her new home, we're also lacking in details—no stars or bars, no names of cities, nothing about what America looks like.
At least, we don't get the physical landscape. Our speaker is more concerned with the landscape of her soul, we could say, and how it's been saved. Her identity as a black woman and a converted Christian serves as the intellectual setting of the poem. In other words, her poem takes place in America, yes, but also happens amid the racial tensions of the late eighteenth century when she was writing.
When she says things like "sable race" and "diabolic die," she's not talking about an actual place, but about cultural norms of racism that she struggled with in America. So, no, there are no picturesque landscapes of New England here, but yes, there's a lot to see from the perspective of a black woman who converted to Christianity in America, way back in the day when slaves were yet to be freed.