Set comprehensions are similar to list comprehensions, the only difference is the use of braces {} rather than brackets [] and sets can only contain unique values. They are of the form:
my_set = { expression for expression in iterable }
# duplicates are silently ignored
nums = {n for n in [1, 1, 2, 3, 4, 4, 5, 6, 7, 8, 8, 9]}
print(nums)
# outputs:
{1, 2, 3, 4, 5, 6, 7, 8, 9}
You can also add an if condition:
my_set = { expression for expression in iterable if condition }
evens = {n for n in range(20) if n % 2 == 0}
print(evens)
# outputs:
{0, 2, 4, 6, 8, 10, 12, 14, 16, 18}