The three main uses of a set are:
Create a subset of the data – Select one or more dimension members that are of interest to you. For example, sort a field and select only cities on the west coast with populations greater than 500,000, or manually select outliers that appear in a scatter plot. Refer to Example – A Set Containing a Subset for more information.
Create unique encodings – Combine dimension members to create unique encodings. For example, create a set that combines market and product, and then color-encode a data view using the combined members. Refer to Example – A Set Containing Unique Encodings for more information.
Save filters for later use – once you have created a filter, you can save the filter as a set and use it in all of the worksheets in a workbook. This saves you from having to recreate the filter every time you want to use it.
Tableau displays sets in the Sets area of the Data window and labels them with the icon.
You can work with a set just as you would with any other dimension. For example, after placing a set on a shelf, you can filter the members, sort the members, and so on.
Additionally, sets are always treated as a filter. Therefore, when you place a set on a shelf, it is automatically placed on the Filters shelf as well.
Note that if you use a filter and a set that are based on the same dimension, the result is the intersection of the filter and the set or its descendants. For example, the following view filters the Store hierarchy to include only the states and the cities shown below.
If you create a set that includes only California, and then place the set on the Filters shelf, the resulting view will contain only the cities in California. That is, the view results from the intersection of the set and the Store filter.