Setting up is THE MOST frustrating thing to ever teach any horse! I wanted my guy to be an absolute showmanhip machine, so instead of saying "Set em up," or any vocal cues, his cue is when my toes point toward him. I taught it by over exagerating the showmanship stance, holding it for 5 seconds or so, then setting his legs. Repeat a couple times a week ofr a couple months, it WILL come, although you wont believe me! (I didn't believe the girl that taught me!) Do the big cheesy smile, use the halter you would for showmanship (or replicate it by at least using the chain under the nose), hold you rhands like you are holding a tea try, etc. Always set the back feet first, and be lenient at first, even if they are close together, etc, then get progressively stricter with it. Try not to use a whip, be patient and try to set his feet without touching them, although for the first week or two you might have to. Only work on it for a few minutes every time, its easy for both parties to get frustrated teaching and learning this.
Its slighlty different to set up for showmanship them halter. I don't park him out for showmanship, etc. My guy knows to set up like a quarter horse when my toes point towards him, and to "park em' " when i say to park them, which means just to move his front feet foward. Then, I say WHOA, which he knows is do not move even if the earth explodes, then i set his legs farher apart with my hands, if need be whihc is rare, he gets this concept, (he's still green though, only halter broke a year, he is 7.....) tell him to "put away his man parts" etc. In showmanship, that would be sloppy to speak to a horse, move around, etc.