As the Narrator, one of your main duties is to explain to the Lead(s) what the protagonist(s) sense and their surroundings. Not only does this help the players become immersed in the story, it may very well provide clues to how a player should (or should not) move forward.
Players know nothing about their character’s surroundings until you tell them what they are experiencing. You will have to answer questions like: what is this place? What is the terrain, the smell, the temperature? Any precipitation? How dark is it? Humidity? Is there pressure or wind or noise? How spacious is this location? How is the visibility – are there lots of large objects that obstruct the view? Maybe fog, smoke, or haze? How many exits or distinct pathways are there? Do gravitational fields or any other physics work differently in this location?
That can be a lot to keep track of but you won’t typically need to define all of those traits. Several can be assumed with a simple description of the location: grassy field on a hot summer day, executive office of a skyscraper after hours, unlit hallway of an abandoned morgue, etc.
There are times, however, when having more details is better, when it would be beneficial to have a map or bio of your location. This is typically true if the protagonists are going to be spending a couple scenes or acts in a setting or if the setting is fairly contrasted from previous settings.