How can I write an essay of 2-3 pages comparing the settings and the themes between "The Yellow Wallpaper" and Annie John?

Though both works are very different, each has an over-arching theme in common—the subjugation of women and girls. In both works, this theme manifests in similar ways.
Firstly, there is the limitation imposed on women and girls' self-expression. In Gilman's story, the narrator is a writer whose creative outlet is discouraged by her husband. Her journal, which serves as the narrative, is forbidden by her husband, John: "There comes John, and I must put this away—he hates to have me write a word." In Annie John, Annie's mother scolds her and calls her a "slut" for talking to a group of boys. Though the implications are different for each behavior—the first is discouraged because John does not want his wife to develop her creative and critical faculties, and the the second is discouraged due to its perceived sexual connotations—both behaviors go against ideas about traditional femininity.
Secondly, there is the problem of attachment. In "The Yellow Wallpaper," the narrator's husband tells her what to do, how to think, and how she feels. He refers to her as "little girl." The narrator thinks that this is a demonstration of love:

He is very careful and loving, and hardly lets me stir without special direction. . . . he takes all care from me, and so I feel basely ungrateful not to value it more.

In Annie John, Annie struggles with feelings of her childhood attachment to her mother, as well as her mother's diminishing love and excessive criticism. Annie's mother projects her own fears and sexual anxieties onto her daughter, as well as an internalized double-standard that condemns Annie for talking to boys, but says nothing in response to Annie's father's infidelities. To separate effectively from her mother, she leaves Antigua to study nursing in England.
In regard to setting, the two works are very different—"The Yellow Wallpaper" is set in "a colonial mansion" at "a hereditary estate" in an unnamed part of the country, while Annie John is set in tropical Antigua. However, Antigua was a British colony during the time in which the novel is set. Both are beautiful places. The mansion is surrounded by gardens and plenty of greenery, just as Antigua is a lush place.
In both works, the colonial aspect could serve as a metaphor for restriction and the demand to follow established patterns. In Gilman's story, the yellow wallpaper in the house—a remnant of bygone days—becomes the site of the narrator's descent into madness. She wants to change it, but her husband refuses, believing that it will only lead to her wanting to make more renovations, which he finds unnecessary in a summer house. In Kincaid's novel, she describes the formality of British schools and how they forbid critical thinking and the demonstration of aspects of folk culture, such as singing benna, or Antiguan calypso.
I hope that this helps you in constructing your own essay.