There's a lot that goes into world-building. If your story takes place in a modern setting or even historical fiction, this might involve familiarizing yourself with the location and setting and the cultural flavor of the country or region. Even if you've chosen a fictional modern setting, there is always cultural details to keep in mind.
If you're writing fanfiction, of course, many of these details are already spelled out for you, but straying outside of canon might also involve world-building details.
If you're going strictly fictional, particularly in sci-fi, fantasy, dystopian or something else, there is a LOT more work involved in making your location come alive (and helping make sure the continuity police aren't on your case about discrepancies ;) )
Here are some sites that offer helpful tips and guidelines to think about when shaping the world in which your characters live.

https://www.worldanvil.com/
https://blog.reedsy.com/worldbuilding-guide/
https://thewritelife.com/worldbuilding/
https://www.novel-software.com/theultimateworldbuildingquestionnaire
https://www.ambient-mixer.com/ (for invoking sounds you might hear in your setting. Warning...it is very easy to get lost in here ;) lol)