There is an attunable station in clockwork city if you own the DLC.

Not sure whether you mean Crafting pieces of a set, or Reconstructing armor at a transmute station.

If you mean you want to Reconstruct a set piece that you have unlocked in your Set Collections, you need a Transmute Station. An ingame Transmute Station is indeed found in Clockwork City. Or a furnishing version can be purchased from the Master Writ Voucher vendor (at Stormhaven, Elden Root and Mournhold), or from other players at guild traders, or through the Furnishing Editor directly for Crowns (not recommended); and then you can place that furnishing version in your house. Or you can travel to someone else's home who has one. Reconstruction however uses Transmute Crystals, and isn't the primary way to make set armors.

If you mean you want to Craft a craftable set piece, you can just go to the appropriate Set Crafting Station location and craft the item with regular materials (you can find the Hunding's Rage set crafting location in Bangkorai, Reaper's March and The Rift, for example). Attuneable Crafting Stations are used to 'copy' Set Crafting Stations from the world, and put them in your house so that you can craft any set from home without having to travel all around the world.

Also, note that many of the sets in your Set Collection are overland drops, and can be bought/sold at guild traders. You can for example buy a green Mother's Sorrow staff at a trader, and then upgrade it to gold through regular crafting station; you don't have to spend your Transmute Crystals to craft a gold one directly through Reconstruction.