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When you Set a Monster Card, you place it in a Monster Card Zone horizontally and face-down. If the monster is Level 5 or 6, you must Tribute another monster first, then Set the Level 5 or 6 Monster Card (you do not need to show your opponent the card you Set). If the card has a higher Level (7+), the same procedure applies, but you must Tribute 2 Monster Cards from your side of the field first (unless there is a specific Tribute requirement).
When you Set a Spell/Trap Card, you place it on the field vertically and face-down. Quick-Play Spell Cards cannot be activated in the same turn they are Set. However, you can activate any other type of Spell Cards in the same turn they were Set. Trap Cards however, cannot be activated in the same turn they were Set, unless a card's text designates otherwise, such as "Cathedral of Nobles".