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.