what specific details establish the story's setting ?

Jack London specialized in stories about the wilderness. His running theme involved the raw majesty and power of the elements. Naturalism was London's mantra and this story is a perfect example of this. In "To Build a Fire" the setting is in the Yukon. It is cold, merciless and wild. The man spits and his spit freezes before it hits the ground. The setting is actually stated in the second paragraph:

The man flung a look back along the way he had come. The Yukon lay a mile wide and hidden under three feet of ice.