Put all of the items in the set into a grade category. For example, if there are 5 in-class quizzes, create a category "quizzes" (using Manage > Categories) and assign the 5 grade center columns to that category. If you've already created the columns, you can add them to the category using "Edit Column Information" on the menu in the column header.
First go to the “Full Grade Center” under “Grade Center” in the Control Panel. Then click the green button “Manage” and select “Smart Views.” The default Smart Views are displayed on the Smart Views main page. Click “Create Smart View.”