I'm not sure this sentence is proper English? What is meant by "to set"? "To put" perhaps? As in, "she puts a chair by the bed"? In Dutch we'd use "zetten" which sounds similar and means "to place" or "to put down" (like a chair or closet or something) but I don't think in English you can use "to set" in a similar way. It's certainly not a very common construction.
In English, "an" is used before words that begin with silent consonants (e.g., an honour/honor), or words that start with vowels. In the case of words that start with vowels, there are a few exceptions where they have a consonant sound, e.g., the word, "one" that is pronounced with a "w" sound. E.g., "A one-year-old child is still a baby."