Usually Robin Hood-era figures would put you in England in the late-12th/early-13th centuries, but from what I can tell in the pictures, a few of the figures in the set are in armour from the 1400s! Just as a heads up, in case you were looking to avoid anachronisms!
It's worth bearing in mind that the Orion vikings are more "fantasy barbarians" than historically accurate miniatures - just look at the horned and winged helmets, the mace and the double-headed axes (not to mention the one with the rocket launcher!). Plastic Soldier Review is unusually soft in giving them 8 out of 10 for historical accuracy; the site's come down much more harshly on other sets for much lesser offences!
The skirmish game Song of Arthur and Merlin (a variant on Song of Blades and Heroes) has "knights vs pagan Saxons" as one of its default settings. It's typically only played with 5 to 10 figures a side, but if you're basing them individually, it'd be a great starting point.