.set is not the same as the set in setlist..
.set is the last part of a file on your PC in which you saved your user styles, sounds, keyboardsets, songbook, and so on

Watch this video, at around 2 minutes they explain what user and direct is...



You can set the direct acces map in the top right corner...

The user and direct parts are available in styles, sounds and keyboardsets and work in the same way