Unlike The Mandalorian (2019), The Book of Boba Fett (2021), and Obi-Wan Kenobi (2022), which used StageCraft to create virtual landscapes and locations, that technology wasn't used in this show. Instead, real large-scale sets were built at Pinewood, and much of the filming took place on real locations in England and Scotland.
One of the decisions made very early of production was that this series would avoid fan service, and that legacy characters and references to other Star Wars stories would only appear if they were necessary to the story. This was because producer Tony Gilroy wanted to make the series feel real, especially by focusing on the lives of civilian characters and on dramatic storytelling.
In-universe, Marvaa's home was built out of parts from old spaceships. Fiona Shaw was so amazed by the set that was built for her character that she would often go outside to just stare at it.
The cast and crew would often take lengthy walks to get to a set for location filming. According to Diego Luna, when filming took place in Pitlochry, Scotland, they had to walk up a mountain for hours to set up one shot.
The set built by the production team to represent Cassian's hometown on Ferrix was so massive that Adria Arjona, who plays Bix Caleen in the series, actually got lost in it.