Welcome
In case you haven't figured it out, this game is set in the world of the Matrix. There are a few further specifications to this. This game assumes that the PCs are all agents of the resistance, a hovercraft crew who spend a lot of time in the city that used to be their prison.
The outside world should be secondary to running missions inside the program. This is a game about jacking in, running hard, and risking it all.
The game can be set in any time period, but making it close to the events in the films will serve to make things more immediate and interesting. Of course, feel free to change the events of the film however you wish as well. Maybe Neo never got up after being shot, or took the blue pill at the start. Maybe he isn't The One. Maybe you are instead.