How does Miller use the stage set to influence the audience's perception of the tension?

Miller doesn't just pictorally show how change oppresses the Loman household; he has Willy talk about it. Willy remarks with disgust how the whole place presently stinks and reminisces about how the flowers used to give off such a sweet fragrance in the springtime.  He also mentions two large elms which used to be in the yard, and at one point he gets confused and thinks they are still there.

This "interfacing" of the past and the present shows Willy's inability to accept and cope with change; he is forever seeking refuge in "the good ole days."  As his house and yard Willy is a relic, a has-been, a vestige of the past - who can no longer find his place in the modern world. Little by little, his vital space has been whittled away by an increasingly competitive market:

Miller describes the setting so that there can be no doubt that the American Dream is a major theme of the piece. His use of the apartment buildings overshadowing the Loman house is symbolic of the change that has occurred in American life since World War II. A single family home belongs to the past, when the American Dream was still alive, or at least when it was assumed to be alive. The home's decrepit state details that a new reality has come into being, one that is a community of families, but a community without a central purpose. The apartment building is not like the small town of the past, where the inhabitants knew and supported each other. The families in the apartments live separate lives, even though they share a single building. There is a sense of not belonging to anything larger than oneself, that America is now a country of extreme individualism, where it is “every man for himself.” ...Willy finds that he no longer fits but he still continues to live in his own dream, hoping for a life that is gone.

- from /death-of-a-salesman/essential-passages

Note:  Other playwrights have also capitalized on the strong imagery of a descriptive domestic setting. Tennessee Williams uses it in both "The Glass Menagerie" and "A Streetcar Named Desire" and it is ever so symbolic in Eugene' O'Neils's "Desire Under the Elms" and J.M. Synge's "Riders to the Sea."