the establishing shot
is a short referential section at the beginning of a scene indicating where the remainder of the scene takes place. For example, an exterior shot on location of a large building on a rainy night, followed by an interior shot of a couple talking, implies that the conversation is taking place inside that building. Of course the conversation may in fact have been filmed on a studio set because of budget, permitting, time limitations, etc. Directors will frequently use subtle cues to reinforce the illusion--in this case, the sound of rain plus the occasional sight of it through a window in the background.