I am using the trial version of Tableau 8. It appears that right-click on Sets in this version does not have the option to combine two sets as shown here: http://www.tableausoftware.com/public/blog/2013/03/powerful-new-tools and in the demo. Can someone suggest why this might be? Is it because this option is only available in the paid version of Tableau 8?
You may not have the option to combine two sets if the two sets are based on different dimensions:
Hope this helps!