In Assassin's Creed Origins, Siwa is Bayek's home and the game's opening major setting.
Bayek of Siwa is the game's protagonist and a Medjay, a protector serving communities in ancient Egypt. The opening chapters take place in the Siwa Oasis, where Bayek returns and becomes involved in the events that begin his pursuit of the Order of the Ancients.
Assassin's Creed Origins later expands across a large representation of Ptolemaic Egypt. Major locations include Alexandria, Memphis, Cyrene, and Giza. Siwa is therefore not the whole setting, but it is the place most closely associated with Bayek's identity and early story.
The game, released in 2017, is set in the first century BCE during the reign of Cleopatra VII. It presents the origins of the Hidden Ones, the predecessor organization to the later Assassin Brotherhood, rather than depicting the Brotherhood in its familiar medieval form.