Shoujo Kakumei Utena is set at an indefinite time, although it is most likely close to present. Utena attends Ohtori Academy, which is located in the fictional city of Ohtori. Ohtori is supposedly located in Japan, although it looks thoroughly European in appearance. The architecture and feel of the entire show is reminiscent of some sort of French renaissance.

The sword play also seems to reflect this. Swords mostly seem to be lightweight fencing sabers (no broad swords or katana - except Saionji). Duels take place in a forest behind Ohtori, where supposedly no one but student council members go. Within the forest lies a gate, which only individuals with a rose crest ring may enter. Exactly where the gate leads is questionable. The dueling arena seems to be another abstract dimension. The arena is an aspiraling platform, of which an odd upside down castle hangs above. If I remember correctly, it is said that once the tournament is won, that Dios will ascend from the castle and grant the power for the world revolution. The arena also seems to have other things occasionally scattered around (such as desks, flower pots, and ramparts ). In the distance there also appears to be another structure, from which the members of the student council occasionally watch a duel taking place. Apparently Utena isn't too smart, since she always takes the bazillion flights stairs, while the student council members just take the elevator. Or maybe she just couldn't figure out the controls, I don't know.
Student council members also dress differently from the rest of the student body. They all wear outfits similar to one another, and semi-military in appearance. During duels, the two opponents wear a rose on their chest, the objective of the duel is to strip the rose from the chest of your opponent. The first person to lose their rose (by any means) loses.
What exactly the rose symbolizes (if anything), I'm not sure, but Shoujo Kakumei Utena is stuffed full of them. Roses in fact seem to be a theme of sorts. The duelist fight for the "rose bride", Anthy is often in the rose garden tending the flowers, even the shadow girls play out they're aside against a wall on which is set the outline of a rose.
Another thing which may be of interest, in the scenes where the student counsel members meet, there is an intro sequence depicting them in an elevator before they reach the dueling arena. The dialogue is based off of a passage in Herman Hesse's Demain
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