A set was artificial scenery constructed or created for a play or television broadcast.
In 2268, planet 892-IV's Empire TV made use of a set to film their gladiatorial combat. (TOS: "Bread and Circuses")
In 2369, Beverly Crusher and the stage crew for Frame of Mind planned to take down the set the day after the last performance. Following William T. Riker's experience with the Tilonians, he decided to disassemble it himself that very night, believing he wouldn't be able to sleep if it was still up. (TNG: "Frame of Mind")
In 2370, Data admitted that his set design for The Tempest may have been too literal, after Jean-Luc Picard commented that the audience would be unable to see Data in the darkness. (TNG: "Emergence")