You can’t escape from the world and as you limit your story into time, you ought to restrain it in space as well. There’s always a location, what differs is how important it is to the story.
The first issue is that you don’t have enough time to estabilish a complex world, which doesn’t necessarily means that you can’t make a short futuristic film, yet the location must be easily recognizable. It’s possible to introduce a stereotyped future but you’re always endangered to be way too cliché doing so. Still, some short films embark into an alternate reality, including an element that distune it from the world we currently live in. Plot Device, by Seth Worley, is a good example on that.
Besides using a very effective and common resource we’ll soon see in depth, the magical touch, this short gives you a first common world that after the introduction of an object (the plot device) takes us through several scenarios from film genre, each one of them truly discernible due to genre clichés. You have a story with plenty locations and all of them must ring the bell right when they show up in the screen, specially since this is a movie all about locations, but still not world-driven.
However, there are some slight changes in the real world which don’t find space in the short film, you can’t properly use the world without pregnancy Alfonso Cuarón used on his Children of Men in a short. It simply doesn’t fit. Again, it’s all about respecting the boundaries of your idea.
Sometimes the world grows too big to fit a plot into itself and the locations turn into the story. That’s how a world-driven narrative is created and i’ve already listed the best examples of it using Pixels, by Patrick Jean, and Alive in Joburg, by Neill Blomkamp.
So don’t fasten yourself when it comes to the right location for your story, keep it simple.