Prologue: An unnamed narrator tells how he befriended an old "Hispano-American" gentleman who never spoke of his past. His interest piqued, the narrator finally elicits the story.
Venezuela, c. 1875. Abel, a young man of wealth, fails at a revolution and flees Caracas into the uncharted forests of Guayana. Surviving fever, failing at journal-keeping and gold hunting, he settles in an Indian village to waste away his life: playing guitar for old Cla-Cla, hunting badly with Kua-k贸, telling stories to the children. After some exploring, Abel discovers an enchanting forest where he hears a strange bird-like singing. His Indian friends avoid the forest because of its evil spirit-protector, "the Daughter of the Didi." Persisting in the search, Abel finally finds Rima the Bird Girl. She has dark hair, a smock of spider webs, and can communicate with birds in an unknown tongue. When she shields a coral snake, Abel is bitten and falls unconscious.
Abel awakens in the hut of Nuflo, an old man who protects his "granddaughter" Rima, and won't reveal her origin. As Abel recovers, Rima leads him through the forest, and Abel wonders about her identity and place of origin. Abel returns to the Indians, but relations become icy, because they would kill Rima, if they could. Rima often speaks of her dead mother, who was always depressed. Abel falls in love with Rima, but she (17 and a stranger to white men) is confused by "odd feelings". This relationship is further strained because Abel cannot speak her unknown language.
Atop Ytaiao Mountain, Rima questions Abel about "the world" known and unknown, asking him if she was unique and alone. Abel sadly reveals that it is true. However, when he mentions the storied mountains of Riolama, Rima perks up. It turns out that "Riolama" is her real name. Nuflo must know where Riolama is, so a wroth Rima demands Nuflo to guide her to Riolama under threats of eternal damnation from her sainted mother. Old, guilty and religious, Nuflo caves in to the pressure. Abel pays a last visit to the Indians, but they capture him as a prisoner, suspecting that he is a spy for an enemy tribe or consorts with demons. Abel manages to escape and return to Rima and Nuflo. The three then trek to distant Riolama. Along the way, Nuflo reveals his past, and Rima's origin.
Seventeen years ago, Nuflo led bandits who preyed on Christians and Indians. Eventually, forced to flee to the mountains, they found a cave to live in. Hiding in the cave was a strange woman speaking a bird-like language. She was to be Rima's mother (never named). Nuflo assumed the woman was a saint sent to save his soul. Nuflo left the bandits and carried Rima's mother, now crippled for life, to Voa, a Christian community, to deliver Rima. Rima and her mother talked in their magical language for seven years, until Mother wasted away in the dampness and died. As contrition, Nuflo brought Rima to the drier mountains. The local Indians found her queer, and resented how she chased off game animals, and therefore tried to kill her. A mis-shot dart killed an Indian, and they fled Rima's "magic".
In the cave, Rima is eager to enter Riolama valley. Abel reveals sad news: her mother left because nothing remained. She belonged to a gentle, vegetarian people without weapons, who were wiped out by Indians, plague and other causes. Rima is indeed unique and alone. Rima is saddened but suspected it: her mother was always depressed. Now she decides to return to the forest and prepare a life for herself and Abel. She flits away, leaving Abel to fret as he and Nuflo walk home, delayed by rain and hunger. They return to find the forest silent, Nuflo's hut burned down, and Indians hunting game. Abel, exhausted, is again taken prisoner, but isn't killed, as he quickly makes a vow to go to war against the enemy tribe. On the war trail, he drops hints about Rima and her whereabouts. Kua-Ko explains how, thanks to Abel's "bravery", the Indians dared enter the forbidden forest. They caught Rima in the open, chased her up the giant tree. They heaped brush underneath it and burned Rima.
Abel kills Kua-k贸 and runs to the enemy tribe, sounding the alarm. Days later he returns. All his Indian friends are dead. He finds the giant tree burned, and collects Rima's ashes in a pot. Trekking homeward, despondent and hallucinating, Abel is helped by Indians and Christians until he reaches the sea, sane and healthy again. Now an old man, his only ambition is to be buried with Rima's ashes. Reflecting back, he believes neither God nor man can forgive his sins, but that gentle Rima would, provided he has forgiven himself.

Question: Where is the story set?
Answer: Venezuela
Alternative answer: Venezuela.