The contents of sets can be published as feeds.
Visit the set you are interested in subscribing to. At the bottom of the page, click the 'Feeds' button (it'll have a big orange feed icon). For each feed you want to access, click 'Add'.
Each feed you've subscribed to will have an orange feed icon. You can click this to view/subscribe to the feed in your browser, or you can copy the address it links to (usually by right-clicking on the icon and selecting 'Copy link location') and add it to your feed reader.
If you wish to cancel a feed, click 'Remove'.
See also
Categories: Feeds | Sets | Help