A conformed set is technically an artificial set of drawings that never gets issued, but is useful in understanding the latest version of each sheet issued by a Professional. This is a set that includes the latest updated version of each sheet, but is not simply a print of the set as-is from whatever program you are using.
Pretend you have a building that you issued 100% Construction Documents for a building. You then make changes and bubble those changes for bulletin 01, bulletin 02, etc. Each time you issue a drawing after your 100% CD, you will only issue the drawings that have updated (bubbled) pieces. A conformed set takes these latest sheets and swaps them into the set.
This creates a set of drawings that has sheets that are issued at various times throughout the process of the project.
There are various ways people compile conformed sets, however, the most common method is to use a PDF software like Adobe or Bluebeam and utilize the swap pages tool.
What you can’t do:
Regardless of what software you are using… whether AutoCAD or Revit, you typically are unable to just click ‘print’ on the entire set of drawings. This is because the revision bubbles that are placed on each sheet. When working on bulletin 02, you turn off bulletin 01 bubbles (and leave tags only). This means that if you were to click print, it would cause a drawing that is issued per bulletin 01 and not bulletin 02 to not show its ‘latest’ bulletin 01 bubbles. It additionally runs the risk of publishing changes that have not been fully reviewed or vetted.