If I'm understanding it correctly, it seems like pretty much anything can be considered a setup, or at least in Melee because players are constantly covering multiple DI or movement options. The ones that seem most "setup"ish are things like shield pressure, tech chasing, and edgeguarding, but I guess the setup is technically what leads into those things? The example I'm thinking of is how Falcon mains often do this sequence vs. spacies at the ledge:
1. Dthrow them into the corner
2. Immediate turnaround SH bair
3a. If they teched in place or missed tech, they get baired off stage
3b. If they techroll in or away, Falcon will be out of L-cancel lag and can regrab
S2J does this setup at 1:20 (3a) and 8:00 (3b).