A set of numbers usually refers to a group (set) of numbers with certain discreption or properties.
All odd numbers less than 10 is the set {1,3,5,7,9}
The set of numbers which solve the problem 3x^2 -7 = 68 is {5 and -5}
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A set is simply a collection of things or concepts. You define what is in a set. The set of the first three things that I see on my desk now is an example of a set. If the element of the set are all numbers then it is a set of numbers.
A set of numbers is any collection of numbers. There need not be any discernible pattern.