well you can lube it with some moly or what ever tickels your fancy i guess i use lithum my self others use moly any how slap it in and put the gun back together, i never heared the term setting the spring before my self either
. cold or heat setting is usually done after the spring is made. good springs will not need to be set ever again. but some of the springs i have got were not set at all and lost a inch after a days use. i'd say if it is going in a gun don't worry about it unless it loses power . measure it befor you put it in and use it for a week , that should tell you.
some I did but some I never bother .....
I heard someone recomment after installing the spring cock the gun and
leave it about an hour or so to set the spring ..... but I never done it ...