Do you have the Codex? This is covered extensively there.
Specifically, the Adventure Burner section (page 23–38).
Situation is addressed specifically from page 27, and the Setting from 30. A questionaire is spread across both sections.
This section will push you and your group to create a setting that is full of grist for conflicts, and belief driven characters, and prime you (see Burning Action, page 36) to jump straight into your first session.