SetPosition will change the position to the passed value, so SetPosition(20, 20) will put the sprite on position (20, 20).
Move will do exactly what the name suggests, move the sprite. If before the position was set to e.g. (60, 60) and you would call Move(20, 20) then the new position will be (80, 80).
So usually you will be using SetPosition and to change the position later when e.g. moving an object on the screen you can use Move.
So Move(x, y) is just to make this line more simple: SetPosition( GetPosition().x + x, GetPosition().y + y)