Don't confuse theme with plot. All roads lead to theme, eventually. Both time and place in a story. A writer will give the reader detailed descriptions, suggestions, hints, etc. that will create his setting. Setting can be so important it behaves almost like a character in the story.
Authors use many techniques to characterize.
Like setting, note the costuming, dialects, occupations, internalizations, thought processes, the ways characters respond to one another, etc. In Star Wars , for example, Luke Skywalker et al. are definite major characters, Chewbacca et al. are minor. All rights reserved.