Like all core sets, M20 does not have one single setting, even though they may have associated story vignettes that are set in a specific time and place. For example, while there were stories published for M19 that were set on ancient Dominaria and Tarkir, that does mean that all the cards in the set were actually associated with those settings.
I think some core sets had official settings.
Once, like in 4th Edition, or something - it was the Domains, I believe - on Dominaria.
Relatively recently there was one on Shandalar.
But aside from that, I think the rest is generic, without a specific setting. Don't quote me on that though, I haven't been paying attention for a long time.
Pretty much every edition (core set) from Alpha up to about...oh, 7th edition, were set on Dominaria. I want to say 8th-10th were but I cannot be sure. I know some of the M sets focused on Shandalar and Origins was a cluster**** of different places due to the emphasis on the 'walkers pre- and post-spark activation.
Edit: Ok, I lied. Sets like 4th Edition and 5th had cards from Legends, which some supposedly took place on Shandalar (Osai Vultures) and Segovia (Segovian Leviathan), for example. That doesn't included sets like Revised and onward with reprints from Arabian Nights which we know took place on Rabiah. So whoever above said it did say that no edition has a single plane where they take place. I'm not even sure that Alpha through Unlimited took place on Dominaria as a whole either.
I'm not even sure that Alpha through Unlimited took place on Dominaria as a whole either.
I can't find anything that supports Dominaria properly existed prior to Antiquities. They certainly fit most if not all locations mentioned in Alpha and Beta into Dominira by creating a kind of "yah it's there somewhere" space called the Domains. Of course, none of this considers how you define the plane of the cards with real-world flavor text.