Imagery and setting are important for setting the mood for your work, which, in my humble opinion, can be as important as good characters and believable dialogue. But particularly in horror is mood important. It only takes a few good images to infuse an otherwise-normal scene with the slow-building tension and dread every horror writer strives for in her writing. Creaking doors and sudden cold spots in closed rooms are clichéd images writers have been using to create this effect for decades. But if you dig deep enough, almost any setting can up the level of creepiness, horror, or impending doom in your work.
Consider the below excerpt from Charles Grant's excellent Symphony, the first book in his series dubbed The Millennium Quartet:
The night was made for vampires.
A full moon washing color from the ground and stars
from the sky, not quite bright enough to read by, but bright enough for shadows to spread and grow an edge.
A slow constant wind slipping through the trees of the Blue Ridge Mountains, skating across the grass, scurrying grit from the shoulders of the interstate onto the tarmac. Dust devils short- lived, dancing in the black. Dead leaves slapping across windshields and clinging to blades, fluttering, scraping, slipping away in shreds. A paper cup rolling into a ditch. Pebbles stirring.
The temperature cool without being cold.
Dark between the exits.
No lights but a pair of headlamps.
No lights at all.
These images, even without that first sentence, are creepy enough to give anyone chills. You know, from reading this, that something is happening, or preparing to happen. And you know it ain't gonna be good. This sets the tone for what comes after, builds expectation in the reader, and, if followed through on its promise (as Symphony does), will lead to that satisfying ending the reader is looking for.
And we ALL want that, don't we?