You can learn how to install an EA in MT4 here: https://nomadforexrobots.com/how-to-install-an-eaexpert-advisor-in-mt4/?preview=true

-A SET file is a settings file that stores various configuration settings and other preferences

-Set files (or pre-set files) are the settings of the EAs. – To use in trading : during attaching EA to the chart –

steps:

place set file (pre-set file) to the following folder: [… MQL4\presets] for MT4 or […MQL5\presets] for MT5, and press ‘Load’. We can also create those files pressing ‘Save