To give a less "tongue in cheek" answer, yes, I think most would consider it a set. It's called the Jefferson Wartime Nickel Set or whatever. Or maybe some would call it a "short" set. Or others might say it's just a collection of a "variety". I dunno. As time goes on, if you want to collect a MS-xx set of Wartime Nickels, you're going to have to invest a fair amount of money.
yes, as Pocket change said, it is a set. also, you can even buy a holder just for the Jeff war nicks.
Yes. It's considered a war nickel set and there are all kinds of display holders specifically for these sets. Good luck and look forward to seeing pictures as your set grows!
Now if you had a set of those 11 coins with all the RPMs and doubled dies now that would be a SET that would keep you busy for years completing