Mentioned in Pyramids, Set is the supreme god of Djelibeybi... or at least one of the supreme gods (there are at least 9).
Since "set" also means a collection of objects ("They had, as it were,the complete Set"), it may be that Set is also the collective name for all of Djelibeybi's supreme gods.
Set, or Seth, also existed in the pantheon of Ancient Egypt's gods on Roundworld. Set was, according to your viewpoint, either the great Demon and Enemy of the good gods Isis and Osiris, or else the Trickster God of the Egyptian pantheon. (in the mythology he dismembers Osiris - quite literally - to prevent him fulfilling the prophecy that he will father a son on the goddess Isis who will overthrow Set's rule utterly. Fortunately, Isis scours Egypt for the fourteen pieces into which Set has rent Osiris, rebuilds him, and together they create the god-child Horus who ushers in the New age.)
In modern times a Roundworld splinter group from the Church of Satan calls itself the Temple of Set. Unlike the "mainstream" Satanists, they appear to actually worship a vengeful, lustful, rebellious deity (as opposed to those qualities in man).