I created a web application, then I created a site collection.
Then I activate Document Set from Manage Site Collection Features. I now able to add document set as a content type to my content types of the document library that I have created.
I can create new document set but after several trials I received that failure of the creation of the new Document Set as follows from the log of my Sharepoint site:
System.NullReferenceException: Object reference not set to an instance of an object. at Microsoft.Office.DocumentManagement.Pages.NewDocSet.OnInit(EventArgs e) at System.Web.UI.Control.InitRecursive(Control namingContainer) at System.Web.UI.Page.ProcessRequestMain(Boolean includeStagesBeforeAsyncPoint, Boolean includeStagesAfterAsyncPoint)