Wuthering Heights is set between the early 1770s and the end of 1802 in the Yorkshire moors of northern England. Moors are a kind of boggy, hilly upland marked by low-growing vegetation such as heather and gorse. Emily Brontë grew up in Haworth, a West Yorkshire village, and likely envisioned Wuthering Heights in a place like Haworth. In the novel, the city of Liverpool is a 60-mile journey from Wuthering Heights, and Haworth is a comparable distance from Liverpool.
English Gothic novels were often set in foreign lands, like Italy, and though it was familiar to her, Brontë might have intended for the Yorkshire moors setting to create a kind of foreign feel befitting the popular Gothic genre, without leaving England. To that end, she uses multiple dialects, some of them (like Joseph's) probably only fully legible to a local, as well as vivid natural description. The novel suggests that nobody visits the moors unless they have good reason to (like Lockwood seeking solitude), so it's a lonely, self-contained place that allows the drama between the families to stand out starkly.
Brontë also uses this setting in characterization (like how the moors' summer beauties reflect young Cathy's lively innocence), in building suspense (like when a violent storm foreshadows the family strife to come), and also as a tool in her characters' very fates—as when Heathcliff dies because he sat at an open window all night, letting the rains come in from the moor. The contrast between characters closely associated with nature (like Heathcliff) and with civilization (like the Lintons), and those who feel caught between these worlds (like Catherine), advances the novel's theme of nature versus civilization and the way this theme plays out in romantic conflict and revenge.