HOW DO I SET THE

between the tachometer and the speedometer on your dash, you have two buttons
"S/R" on the left and one with a clock on the right.

press the "clock" button for a few seconds until the hours (or --:-- if never set) appears
on the "screen" under the speed meter and the column sign flashes.
press the S/R button to increase the hours until appropriate.
press the clock button again to pass to the minutes.
press the S/R button to increase the minutes until appropriate.
press the clock button to confirm the time.

at that point you are all set, and the clock on the radio should be ok too.
Every time you jump start the car, you will have to reset the clock though.