You can initialize a set using the objects in a vector in the following manner:
vector a;
... some stuff ...
set s(a.begin(), a.end());
This is the easy part. Now, you have to realize that in order to have elements stored in a set, you need to have bool operator<(const T&a, const T& b) operator overloaded. Also in a set you can have no more then one element with a given value acording to the operator definition. So in the set s you can not have two elements for which neither operator<(a,b) nor operator<(b,a) is true. As long as you know and realize that you should be good to go.