Evoke the setting using the sense of sight. This involves physical aspects such as whether it was dark or daytime. Make the reader feel as though he were in the story by painting a descriptive picture. Don't merely state a fact, but describe how it feels to be there. Stating that it is daytime is a fact. Stating that it is bright enough outside that Connie needed shades is a descriptive picture.
Use descriptive techniques to tap into the reader's sense of sound. This involves using things that the reader can hear to give him a sense of the place. If the setting is a zoo, don't just say Anna was at the zoo. Describe the roar of the lions, the trumpet of the elephants and the bustle of the crowds.
Illustrate the setting using the sense of smell. If you say your character is in a garden, the reader is likely to get an immediate visual picture. Enhance his experience by describing the sweet, overpowering scent of the roses.
Use the sense of touch to help readers visualize the setting. If your character is on the beach, make the reader feel present with her. Describe the gritty feeling of the sand. Note whether it is hot or cool between your character's toes. Express how gently the breeze caresses the character's skin.
Depict the setting in terms of the sense of taste. It may not be immediately apparent that taste can designate setting, but you can do it with a little creativity. Tell the reader how your character's mouth waters when she thinks about tasting her mom's homemade apple pie. Describe how a character near the sea can taste the salty air on his tongue.