Buy a Haynes manual and read how to do it first.
Or take it to a 'do it while you wait' garage and watch them do it.
If you want advice from us tell us what vehicle and what sort of brake...parking/hand brake, front, rear?
Del
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The Parking/Emergency brake is set either with a handle or a pedal. One is released with a button, the other with some grabby device.
Disk brake arrangements are not actually set, one forces the piston back enough to remove the old pads and insert the new, then replaces it straddling the disk. The first application "sets" the brake.
Drum brakes are set by using the star gear to retract the brake pad (shoe), replacement is greatly more complicated than disks, and then after replacing said shoe and drum, one turns the star gear as necessary to bring the shoe close enough to provide good friction, while at the same time ensuring it will completely retract when released. Be prepared to spend some time to get it right.
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car brake setting 
Re: car brake setting
