An online backup service or a local backup tool that supports backup sets is one that lets you back up different files and folders on different schedules.
If a backup program doesn't support backup sets, it just means that everything marked for backup follows the same rules for how often backing up occurs.
How Backup Sets Work
A backup set is just a specific schedule for a specific set of files and folders. In most cases, you'd give a new backup set a name, include the files and folders you want to have in it, and then set up specific backup rules for that collection.
For example, an app that supports local backup sets might let you build one backup set that backs up all your pictures and videos on each day of the week, between 3:00 AM and 6:00 AM. Another backup set can be configured to back up all of your documents at every hour of every day.
These frequencies can, of course, be altered, and what you can and can't do with a backup set will differ depending on the backup tool you use.
Some software has additional backup set options beyond just a simple schedule, like excluding files with certain file types from that backup set's schedule, compressing the files in one particular backup set but not the others, and enabling encryption for one backup set but not another.
Benefit of Using Backup Sets
Using backup sets are useful because you don't always need to run a backup for all your files, all the time.
For example, you probably don't need a backup program to check your music collection every single hour to see if there are new files to be backed up. Of course, you probably do want it to monitor your document files if you're always creating and editing those types of files.
On the other hand, maybe you prefer to have your music collection checked often, and not your documents or videos. The point is that you can define exactly when each file and folder is to be backed up, which really customizes the backup experience based on what's important to you.
Using backup sets to define specific backup schedules could also save on bandwidth. If you have a monthly bandwidth cap that you don’t want to exceed, or if you’re concerned with backups causing performance issues during the day while you’re on the computer, you can always customize the types of files that are to be backed up during the day, and leave the rest to back up at night or when you’re away.
Say you don't add very many new videos to your computer on a monthly basis, but you do sometimes get new ones. In this case, you may have a backup set that backs up your videos once a month, but you don't need to have them backed up as often as your photos. Using backup sets could be really helpful in that case.
If backup sets aren't an included feature in your backup software, you'll probably only be able to choose one schedule that applies to all the files you're backing up. For example, you could back up all your photos, videos, and documents, but you would only be able to choose one schedule, and it will apply to all the data.