Machine strike- can't make sets?

[Gul Bjorn]

Hello. after finishing out all the challenges of the first hunting grounds I found, I bought the pieces the carver there had, and decided to go play the game. I'm very confused as to how I'm supposed to use the pieces.
By this I mean, I can't put them on the board. Are you Only allowed to use the pieces that the board owner chooses? I've seen people say in forums and such that they have pieces they think are good, but i'm not seeing a way to change a set at all.

[Ghado]

The first strike trainer you meet acts as a tutorial with fixed pieces. Only the final board is a real match and has free piece usage. The rest of the matches from other locations are all real matches