There are several approaches you COULD take to developing a broad-strokes understanding of the context. I found it instructive to
  1. scan the shelves where books on Shelley can be found in abundance
  2. look for titles that seem to have something to do with analysis of Shelley's life and proclivities
  3. look up 'England 1819' in the indexes of books that looked interesting (this required that I take note of the FORM of the poem --it's technically known as "xxx England 1819" where the xxx is its form...)
You might also delve into Shelley's biography --the DNB article is extensive but hagiographical; the DLB gives a better picture of what was going in in Shelley's mind and life in the years around the time of the composition of "England 1819".

Another approach might be more historical, and could begin with the History section in our Reference collection.

You could also wonder WHO was King in 1819... and it was George III (he of "The Madness of King George"), but he died in 1820. You could look into what the end of his reign was like by hunting for biographies of him... and so on.