The story behind the letter to Philemon takes place in the town of Colossae.
Paul is probably under arrest in Rome. The church in Colossae meets in the home of Philemon, a wealthy landowner who owned servants/slaves. One of his slaves, Onesimus, ran away, found Paul, became a Christian, and is now returning to Colossae and to Philemon with the letter from Paul. I can only imagine the apprehension he must have felt as he made this trip back home.