He set out ? the USA last night.

B for

set out for a place
出发去某地

补充以下set 的用法:
set off: 出发,侧重于去某个地方

例句与用法:
If you want to catch that train we'd better set off for the station immediately.
你要是想赶上那班火车，咱们就最好马上动身去火车站。

They've set off on a journey round the world.
他们已经开始环游世界.

set on
v.
攻击, 前进, 怂恿, 使开始
而且这个句子里面不是set on的短语..set表被动.
意思是这东西经常被放在一个被叫做讲坛的突起的舞台上.

set out:
出发，开始，侧重于开始做某事，还有规划，展现的意思

例句与用法:
They succeeded in what they set out to do.
他们打算做的事已经做成了.

set out for 出发去...

例句：
When'll you set out for London?
你什么时候（出发）去伦敦？

B