There are two question here:
- How to create feeling with setting?
Answer: By using those aspects of our surrounding that cause feeling in us, like light, temperature, weather, architecture, etc. For example, most people get in a better mood when the sun is shining, while most people feel less happy when the sky is grey. There is some variation in how we react to our surroundings (some people like rain or moonlight, others are afraid of the dark or quickly feel cold), but there are general tendencies in your reactions to our surroundings that you can use. (You don't need to research this, just observe your own reactions to different surroundings.)
- How to create attachment to setting?
Answer: By imagining and describing a place that creates a feeling of well-being in your readers, that is, a place that your readers would like to be in, because it is a place where they would feel well. These places are usually safe and secure, well-lit, visually open, have benign weather, look park-like (that is, "cleaned up" nature), etc.