The Badlands is a dry landscape located within Equestria, called such because it hardly ever rains there. Pegasus don't control the weather here as it's off of their flight path.
Prior to the series, Chrysalis and the Changelings were banished into the Badlands after their defeat within Canterlot.
Ruby, Steven Universe, Pinkie Pie, Applejack and Lapis Lazuli arrive into the Badlands in order to help Ruby fulfill her dream of being independent, and to be a cowgirl.
Ruby and Steven both become trapped here for a while once they ventured too close to the Changeling Kingdom, only escaping by the end of Season 7.