Density, greenhouses, and rocket launchers:
Assuming a very small but highly intelligent mammal (we'll call them people, but they might not look exactly right), your people will favor warm climates where temperatures will be warm. Colder temps will be doable, but more challenging. Small size and the danger of predation suggest that they might tend towards small, dense, multistory dwellings (likely single buildings), as building material will compensate better for the relatively small size, height, and load-bearing requirements of small people. Multistory structures surrounded by walls like fortified cities would also be easier to defend from kaiju like bears, lions, and tigers. Your people might very well be agoraphobic, with open spaces representing threats, and enclosed spaces representing safety.
As they increasingly moved into cold climates, structures would likely be even denser, with thermal properties integrated into town/building designs. If I were tiny people, I'd gradually wall in and fence EVERYTHING, including netting and screens to keep out killer bugs and the like (a bee sting or spider bite could be lethal). Agriculture might very well be all in greenhouses or netted-in enclosures to make open spaces safe (eagles and other birds would be very real threats). Entire "cities" might be enclosed in huge greenhouses to extend the growing season, provide physical protection, insulate the community with an outer structure, etc. Tents could also provide a similar function, and a "city"-sized tent is not unreasonable on this small scale.
Unfortunately, I suspect that your people might have a rather un-environmental view of other life forms. Even non-predators will likely be huge and terrifying. As soon as they have the tech to do so, they will likely try to eliminate these threats from the environment. Given the suggested tech level and enhanced structural strength of a lot of materials, I envision dirigibles (possibly quite large and city-like to compensate for winds - how 1920's Futurist!) and airplanes bombing and strafing animals (think King Kong). Armored vehicles (like small tanks) could have guns mounted on them and fire quite satisfying projectiles at anything threatening. Functionally, guns would be more like cannons, possibly fired from bunkers and concealment. Your tiny people could be quite fearsome hunters in their own way, and each kill would provide mountains of meat (to be hauled away by tiny trucks or huge pack animals). Any animal of sufficient strength and stability to carry a cannon and allow one to be fired from it's back would be extremely valuable (bison? Low heads to not interfere with firing arc).
A good faithful hound might be a valuable animal for your people. Big enough to ride, fight, and haul goods (including cannons), yet loyal and docile enough to be trusted. If your people WERE hunters, then the ready supply of meat would assure food for dogs as well. A kennel would be an essential part of every community, even as vehicles increasingly gain traction (pun intended). You might even be able to design a gun or mortar that could be mounted on a dog and fired like a cannon, and you could certainly haul a "hand" grenade that could be dropped like a huge bomb.
Rockets were invented by the ancient Chinese, and these would be significant force multipliers. Gyrojet projectiles (once invented, and the pressure to do so would be large) could take up the functions of guns, but it would look more like people carrying RPG's than rifles. No recoil, though, as they are basically miniature missile launchers. Small vehicles with guns on them could work as well, like tiny tanks. They wouldn't need to be terribly well armored if they mostly dealt with animals. Various kinds of shaped explosives could fire flechettes or blast like a shotgun shell fired from a tiny mortar.
Warriors & hunters in this society would be armored. The lower force of most attacks, need to defend themselves from animals, and higher capacity to support weight per unit volume would mean armor would be much more effective for longer against more modern weapons. I envision the armored knight with a force-multiplying lance riding a nimble war dog would last well into the era you are talking about (in the same way cavalry was enduring into the 20th century despite increasing challenges).