As you write your screenplay you know that many, many people will be involved in bringing your story to the screen. Among those involved are location scouts, set designers, prop managers, and crews who make the setting as you describe.
So…give them a clue. Are the mountains your protagonist is driving through the Cascades? The Smokies? The Rockies? The Sierras? The trees: pines, redwoods, oaks, firs?
Is the villain at home in a messy flat? A basement apartment in a large city? A penthouse in Paris? What are the furnishings? Is she a neat freak?
Is the vehicle your hero drives a late model SUV? A BMW 2002? A white Volvo station wagon with a baby seat in the back?
You may think that people will get the idea. Better to be specific. It doesn’t take much detail to give a sense of where we are. A few details of a room will give a clue to a character’s personality. Free weights lined up against the living room wall? A very large home theater system in the bedroom? Windows? View?
You need very few words to give a sense of where you characters are. Just don’t forget to put them in.