Like a dedicated trickroom team (with 0 speed IVs, -speed natures, etc), or based around a boosting mon (like cradily or musharna), or like gravity and stuff. Or teams with mons that can only work in the right weather. Politoed, Ninetales, Abomasnow etc are bad mons since they rely on their weather condition and it's the main thing they have going.
So by a setup team I mean one that relies on some kind of condition being active to work properly. One that, if disrupted, means you're at a huge disadvantage.
If you look at any team that's top cutted worlds, you'll find mostly teams that carry a setup but don't need to use it to win. Like Ray's TR Cresses, or my bulky tailwind Tornadus, or Kazuyuki Tsuji's rain dance Salamence. Setup moves for game-changing, not... setting up.