In this case "set" just means a few coins put together. This one does not have any "s" coins. The only time that "set" means P, D & S is when it is a "mint set." This is not always the case but a good way to look through auctions. If this is the type of set you are looking for you want to make sure you see the words "uncirculated" or "Mint" on the set itself. Hope that helps a bit.
Certainly helped! Thanks! I'm currently not out for mint sets, actually. I am trying to fill my first round of coin books. Just looking to add presentable coins. Thanks again. I will be watching for more great things!