The script for Amy Berryman’s “Walden” lists the play’s setting as the “American wilderness” in “the not-too-distant future.” For the New York premiere, scenic designer Matt Saunders has furnished a handsome cabin with corrugated metal. Adorned with evergreens and with a solar-paneled roof, it could be a cozy vacation home for an environmentally conscious urbanite — except its residents aren’t vacationing, and their environmental consciousness has been piqued by events even more staggering than the flood of natural disasters that have made headlines in recent years.