It says something that The Women of Lockerbie creates a strong, definite sense of place despite the lack of any real set design. An empty stage with a few industrial accoutrements, costumed actors, and that’s it. It also says something that the play succeeds in generating considerable emotional power despite Kate Mulligan’s tendency to overcook her character’s grief-fueled histrionics. And what does it say? That playwright Deborah Brevoort has crafted a potent examination of tragedy and its fallout.