Set is a card game. Every card has an abstract picture. Cards are flipped over and players try to be the first and fastest to note and claim a "set": three cards that match exactly, or differ on all three cards, in four characteristics: color, shape, number, and fill. At the end of the game, the player who has collected the most sets "wins".
Anagrams is a tile game. Every tile has a letter. Tiles are flipped over and players try to be the first and fastest to note and claim words: either by anagramming the loose tiles in the center of the table, or by fitting a loose letter into a rearranged word currently claimed by a player. At the end of the game, the player who has collected the most words (or letters, or points on letters) "wins".
In both games, all players play simultaneously. As each tile or card is revealed, players quickly scan the field in hopes of being the one to announce a valid pattern. Each claim is a victory, a "win". The first to find the pattern and take it claims a victory, but the gain doesn't give the player any further advantage toward claiming the next match . The next set of tiles or cards is a fresh opportunity for every player; each round is unique. The game doesn't really end, except by the limit artificially imposed by the number of cards or tiles.
By the time the game is over, it doesn't seem to matter much who "won" the game in any conventional sense. I never count the sets at the end of a game of Set. I don't even know what scoring method to use for Anagrams.