Use s.insert(value) to add an element. If the element already exists, nothing happens and the set stays unchanged. Sets never contain duplicate values. Insert returns a pair: auto [it, success] = s.insert(5); gives you an iterator to the element and a bool indicating whether a new element was added to the set.
You can insert ranges from other containers: s.insert(v.begin(), v.end()) adds all unique elements from vector v. This runs in for m elements being inserted.