The play is set in 15th century France, during the Lancastrian War. This war, named for the English House of Lancaster that ruled England at the time, was part of a long series of conflicts between England and France called the Hundred Years' War.
We now think of England and France as distinct countries with a well-defined border, but this was not always the case. At the start of the Lancastrian War, which was the third and final phase of the Hundred Years' War, it looked like England would prevail and take the French crown. Large parts of France fell under English control as French feudal lords fought with one another. The English king, Henry V, even married the French princess Catherine and became regent and heir to the French throne. Things turned around in the latter half of the war, when several of the French feudal lords united and, inspired by Joan of Arc, launched a successful military campaign to reclaim English-controlled territories. The French dauphin (prince) was crowned King Charles VII, reclaiming the throne for France.
Shaw takes some liberties in his portrayal of this time period. For instance, the characters openly discuss the idea of nationalism, or the identification of a people with a political state. One of the main issues at play in the Lancastrian War was indeed the issue of whether people identified more as subjects of their feudal lords or as subjects of France. Fighting among different factions within France made an opening for English incursion, and uniting behind Charles VII as the French king helped the French turn the tide of the war. However, historians have generally traced nationalism's origins to the French and American Revolutions in the late 18th century. This is not to say that some of the same ideas embedded in nationalism were not around prior to this point, but Shaw is providing a retrospective label to the ideology Joan champions. To understand why, it is helpful to consider that Shaw was writing between World War I and World War II, when nationalism was at a fever pitch. Shaw famously and disturbingly admired some of the fascist leaders of this period whose nationalism drove campaigns of genocide. His emphasis on so-called nationalism in Joan of Arc's story is in part an endorsement of the ideology as an effective way to rule a country.
Additionally, Shaw emphasizes the corruption of the Catholic Church during this period. The Catholic Church has a long history of corruption among its leadership, and a power-hungry priesthood is part of what drove the Protestant Reformation, during which large groups of people split from the Catholic Church and formed their own churches. These new churches emphasized the direct relationship between individuals and God, rather than a relationship mediated by a priest as in the Catholic Church. There were strains of this reformation already underway during the 15th century, but the major, organized movement took place primarily in the 16th century. Shaw emphasizes Joan as a voice for Protestantism not necessarily because he is a fan of Protestantism, but rather because Protestantism emphasizes interpreting the Bible (which Christians believe to be God's word) for oneself. Shaw disliked organized religion and above all believed people should make their own decisions instead of letting institutions make their decisions for them.
