Set operations are like the union, exception and intersection of elements based on their identity. If in one fruit basket you have an apple, a pear and a banana, and in another basket you have an orange, a pear and a banana, in the union you will not have all these elements together, but an apple, a pear, a banana and an orange, the identities in both collections. In the exception you will have an apple and an orange, the identities in the one collection but no in the other, and in the intersection a pear and a banana, the identities present in both collections. That is more or less the case, I am not sure if that is rigorous, but the idea is that it operates with identities, a value that identifies only one element. They are like arithmetic operations where the value does not matter but it uniqueness.
In that case, you haven’t uploaded the file properly so I’m not sure it makes sense to do that, but Create Set creates a new collection without duplicates, but that changes the amount of elements so the indexing is lost. To recover it, you can use Member Index to have for each element a reference to the position in the collection without duplicates.