How does the setting affect our stories mood?

Well the setting is an important part of our story. So far someone has broken into to the archives and stole all of the "artifacts". It would have to be there or the story wouldn't make sense. Lets say they were stolen from a picnic or something like that, it wouldn't make any sense. The setting has to be perfect for the story to take place. Our story is kind of scary and a mystery at the same time so we would need a mixture of those into a setting. Right now they are in the archives researching and translating Latin words. The archives are the perfect setting for this scene.