Creating a set by using an array is part of implementing it, though, unless I'm misunderstanding your question. It wouldn't be very efficient for large data sets, but as a start you could just have a set contain an array of whatever type the set is, and then iterate through the set to see if there are any matches before adding a new item.
I'd say it's most likely for a set to either be implemented as a hash table or as a tree.
Or are you just talking about printing? If so, can you be more specific in what the issue with printing is?