A setting is very important to any type of story, especially a short story. It can add the overall mood to what you are reading. For example, if you were to say "She's reading" that wouldn't be very appealing to readers. If you said "She was reading in a gloomy, lugubrious room in the dark corner, glancing through every line she could." That would be more interesting. I don't know if this was an answer you were looking for, but let me know if this helped.