When you add the card to your registry, it will automatically give you a list of sets that card can be added to. If you don't choose a set at that time, the cards will just be in your inventory.
I see that you have several cards in your inventory currently, so to add those cards to sets, you would just need to click on the plus sign on the right side of the screen, next to the card you want to put into a set. Then a box will pop up letting you know what sets that card can be added to. Then you just choose which set you want to add the card to and follow the prompts that come up to give your set a name.
Below are some images to help you navigate.