The number of set skills you can equip is different for each patapon type. There is also a class skill that increases the number of set skills you can equip. You equip skills at the loadout screen before a mission. Also, all classes, Uberhero or not, get an extra set skill slot at level 20. Set skills are unlocked by leveling up your units. A unit can equip set skills unlocked by any unit that it can change to. This means that the Uberhero Patapon, which can change into any other Uberhero, can choose any set skill from any Uberhero you have.