How do I know what is in the different settings? (e.g. races, classes, landmarks, and history). I can't find anything in the PHB except the Gods of the different settings. Is there a guide to know what is in the different settings?

I'm trying to figure out if there are any official ways to know what is in the various settings. Please try to avoid suggesting random web searches as they are usually not official. 

This question came about because my DM was requesting we create characters from a specific setting and exclude the others.