A Set in Contour is a container of document Items of the same type. For example, you may create a Set called "Software Requirements" and within that Set you could have multiple requirements: Requirement 1, Requirement 2, Requirement 3 and so on. You might create a separate Set to contain Use Cases, Story Cards, Defects, etc.
Each Set is created from a template that we call an Item Type. For example, you can configure an Item Type to be specific to requirements and another specific to use cases. Once an Item Type is configured you may also create multiple Sets of that type. For example, it's common to have a Set of Business Requirements and a Set of Non-Functional Requirements that both share the Item Type Requirements.
Items that belong to Sets of the same Item Type can move or be copied between Sets. In the above example you could move a Business Requirement to a Non-Functional Requirement. However, the Items within the Use Case Set that are a different Item Type cannot be copied or moved to the Business Requirement or Non-Functional Requirement Set.
Note: Your Administrator can add, configure and customize the Item Types for a Set in Contour.

Sets can be added similar to most other Items, see Adding a Set for an example.