It is possible to create a new set list in unrealBook Mobile. To do this, first have a file displayed. Next swipe down to access the file settings window. Press Add To Set List. In the Add To Set List window, instead of pressing an existing set list, press Create at the top right. Give the new set list a name. Note that a new set list will be created and the file that was displayed will be entered into the new set list.
version 1.23 and later will require 2 finger swipe down to access the settings page.