Milliways is loosely based on the Restaurant at the End of the Universe, from the Hitchhiker's Guide to the Galaxy. Milliways is less a setting in and of itself, and more a way of connecting other settings as an excuse for allowing characters from different worlds to meet one another. It connects worlds via "Milliways doors" -- a character opens a door and finds that, instead of whatever they were expecting to be on the other side of the door, there is Milliways. While characters are inside Milliways with the door closed, time is paused in their world of origin.
Milliways has an infinite menu and is managed by a sentient bar known only as Bar who typically communicates by writing on drink napkins.
Besides the Bar and table area, Milliways has rooms upstairs that can be rented and rooms downstairs which belong to the cleaning, infirmary and security staff. The seating area has a large window that overlooks the sky with exploding stars. The outside of the bar has a lake, a forest, a moutain range and the bar itself, all of which are dimensional anomalies with no visible end no matter how far you go.
“The lake is surrounded by three things: the Milliways building itself, a huge forest, and a small mountain range off in the distance. The higher she goes, the more stubbornly indistinct these three features become. The forest seems to go on forever; the mountains refuse to let her peek over them; the building retreats into a concealing fog like a distant landmark in a video game.” -Effulgence