How to create a vivid setting?

As an avid writer, I often find myself struggling to bring my settings to life. Could you offer some tips on how to create a vivid setting that truly immerses the reader in the world you've created? Perhaps by focusing on sensory details, or using vivid language to paint a picture in the reader's mind? I'm always looking for ways to enhance my storytelling and make my writing more engaging, so any advice you have would be greatly appreciated.