In Act I, two aspects of the setting in the first scene foreshadow the rest of the play. The fact that it's on a road indicates that the three central characters (Robert, Andrew and Ruth) are all at the beginning of a spiritual and/or emotional journey and the fact that it's set at sunset indicates that their journeys are going to take them into spiritual and emotional darkness. This idea is supported by the setting for the last scene of the play which is the same location as this but it is set at sunrise, indicating that the characters have come to the end of their journeys.
Another piece of foreshadowing appears when Robert and Andrew discuss Robert's health. His childhood illness foreshadows events later in the play, when Robert's physical weakness leads to his illness and ultimate death. A third piece of foreshadowing occurs when Ruth speaks unhappily about her mother's nagging as well as her unhappiness and unwillingness to face things, "that can't be helped." These are all facets of Ruth's character that she displays later in the play.
Beyond the Horizon