You have to find the location of the crafting stations for the set you want to craft. They're spread out all over Tamriel.
You also have to have the minimum number of traits researched that are required to craft the set you want. For example, a set might need you to have 2 traits researched on an item before you can craft said item as part of that set. Another set might need 5. The best ones require all nine. (Well, best as in they have the more interesting five piece bonuses.)
The trait requirement is per item. So if you have two traits researched on robes, but only one on shoes, you'll only be able to craft the robe in the two trait set.