Sets is a simple crafting mechanism. Put cards into a set, wait, and you'll get points, coins, and a card as a reward. The sets interface can be found under Collections.
Warning for game designers: Sets has the potential to destroy card value by making rare cards too accessible and inflate the economy by making coin or point gain too easy. Take care to balance your sets as you would balance your cards.
How to design sets
Sets allow game designers to give low value cards market value by making them useful in crafting. Sets should provide a way to turn low value, common cards, into coins. Avoid making ex-rare cards available as set rewards cards. Instead, make sure that there are ways to expend all of your low value cards in various sets.
Make sure that there is a diversity of 'money' sets and 'card reward' sets. Card reward sets should provide an easy way to craft your way up through the sets system.
Set-up correctly, sets can be a fun and rewarding part of collecting cards.