The Reference Manual has a good introduction. The Set Analysis section starts on page 353 of Book III of the QlikView 9 Reference Manual.
As for the more advanced stuff, this forum seems to be the best place to get information. Set Analysis is by far the most discussed topic on this forum, so if you're looking for something specific, the odds are something similar has been discussed.
Going through the samples in the Reference Manual is probably the best place to start.