Not available
Named context sets are not in the product. The memory model was collapsed to one shared pool that rides into every call, and there is no way to create, name or scope a set from the app. This page is kept so links to it do not break, and so nobody plans around a feature that is not there.
What you have instead
One Knowledge Base, shared across your workspace, which every call draws on. Add a document, a pasted note or a link, and it is available from then on, everywhere. There is no per-call selection: what is in the library is in play.
When material matters to one call rather than to all of them, attach it to that meeting rather than adding it to the library. See Prepare for a call.