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.
You can "set" an object down. You set its position in place. So you could set a book down, or set a chair down, or set a meal down. In fact placing cutlery on a table is known as "place setting", as you set items down on the table ready to receive the meal.
You also have the word "settle" which is to get something comfortable and in position. Settle a child down to bed for instance ready for sleep. Or you can tell someone to "settle down", which just means to "calm down".
As DanielJSorensen pointed out as well, colloquial English (from the UK at least) also uses "sit" as well rather than "set". It's just an evolution of language, and follows a similar vein.
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."