set foot in (some place)
To enter some location. It wasn't me—I've never set foot in that building before! If you ever set foot in my house again, I'll have you arrested.
set foot on (something or some place)
To physically board something or travel to some place. As soon as I set foot on that train, I knew I'd never see my hometown again. It was her very first time setting foot on foreign shores.
set foot
1. set foot in. Enter, as in I'll never set foot in this house again.
2. set foot on. Step on, as in We were so happy to set foot on dry land. [c. 1600]