Set in: to be fixed and unable to change/to place something so that it is surrounded by a medium
He is set in his ways. He will never change./Can you set that statue in the cement before it dries?
Set on: to have expectations that something will happen/to place something on a specific location
My daughter was set on going to the beach, but the weather was bad that day./Can you set that flowerpot on the steps?
Set up: to put together
After opening all of the presents during Christmas, they set up the train set.
Set out: to have as a goal
The team set out to increase profits by 50%.
Set off: to start a journey with a goal in mind
They set off the day wanting to eliminate all of the trash on the beach.