When the - operator has operands of set type then it performs set difference (i.e. the result of the operation is a set made up of the members in the left operand that are not in the right operand).
['a', 'b', 'c', 'd'] - ['a', 'j'] results in ['b', 'b', 'c', 'd']
To see this try the example program below:
program setd(output);
type
letter = 'a'..'z';
var
s : set of letter;
c : letter;
begin
s := ['a', 'b', 'c', 'd'] - ['a', 'j'];
for c := 'a' to 'z' do
if c in s then
writeln(c)
end.