[Writers] In your story how do you put in your setting?

I don't describe it all at once when a character walks into a room, I sort of describe it as I go along. For instance, if a character were standing up and walking across a room, I might say, "Her shoes clicked against the marble floor as she walked, echoing through the large room." I think if you present all the details at once, it becomes overwhelming and uninteresting. At the same time, some authors say details are not needed, which I disagree with. I feel that I can imagine what's going on a lot better if I have an idea of where the story is taking place.