I know that auto key can create keyframes automatically, and set key can create keyframes manually. But, what are the other differences between them? And what task should be done with set key or auto key? Thank you
Autokey only creates the keys that you have changed. (e.g) A box changes its position (X-axis). Then the key only created in that (x-axis) position hierarchy.
Set key creates keys to the every hierarchy. However you changed or not changed.
[N.B you can notice this difference in the curve editor]
Both are for Animation Purpose. Its depend on you to define which method is suitable to your imagined animation