What do the characters' names suggest about the setting for this story?

One strategy for active reading is to use all of the information provided by the author to find deep meaning in texts. Taking a close look at character names is an effective strategy toward making inferences about the setting of The Pearl.
Kino, Juana, Coyotito, Juan Tomas, and Apolonia all have Spanish names. Just this information gives some focus to where the story takes place, but there are many places around the world where people with Spanish names live. Looking closely at the name "Coyotito" provides even more information because the baby boy's name means "little coyote". This is important because the word "coyote" is used to refer to doglike animals who inhabit North and Central America. Taken together, it is reasonable to infer that the story takes place in Mexico or a country in Central America. Steinbeck offers several descriptions of setting in the novella, including this passage in chapter 2:

The uncertain air that magnified some things and blotted out others hung over the whole Gulf so that all sights were unreal and vision could not be trusted; so that sea and land had the sharp clarities and the vagueness of a dream.

It is important to remember that setting includes not only place but also time. Evaluating the character names alone provides little insight as to when the narrative takes place.
https://animaldiversity.org/accounts/Canis_latrans/