Every operator equips four gear pieces: one Body piece, one pair of Gloves, and two Kits. Any piece can come from any set, so your four slots do not have to belong to a single set.
A T4 gear set grants its bonus only at three pieces: an always-on Bonus Stat plus a conditional Set Effect (for example Bonekrusha's ATK +15% together with its battle-skill burst). Both come from the same 3-piece threshold. There is no 2-piece tier, so a single piece of a set gives none of that set's bonus, only the piece's own substat and attributes.
Because you hold four slots, the standard shape is a 3+1: three pieces of your set for its Bonus Stat and Set Effect, plus one flex piece. That fourth piece never reaches a second set's 3-piece threshold, so it grants no second set bonus, it is a pure stat-stick: take whichever piece carries the substat and attributes the operator scales on, from any set. A full four-piece set is fine too, when the set's own fourth piece happens to be that best stat-stick.
Once the pieces are chosen, their substats are pushed further through artificing, using the Good Match rule to raise enhancement success rates. See the gearing priority guide for the order to invest in weapons, gear, and essences.