Set pieces are interesting locations/events that the characters can interact with during a confrontation with other characters. They can provide obstacles or offer features that the characters can take advantage of during a confrontation. Fate models this nicely with situation aspects. They contribute to story structure by providing a scene - not just setting but a unit of time - where the story can be moved forward.
To slightly reiterate my point above in different light: structure is important because of the stories we are culturally primed to expect. That’s why prescriptive structure rarely works (or rather, rarely feels inspired or artistic) in either movies or games. Having rules for resolving acts could work in the right mix–like, it might be part of my “next game only 100 people will like” which will be about Modernist drama–but even there you need to have a lot of room for things to work out. Rather, formal understanding of structure is better for sniffing out the shapes of stories and possibly holding–lightly! Very lightly!–things you might want to see happen to pull the story into that arc.
Basically we do this instinctively as humans within our own cultural spheres. It’s easier for some people and harder for others and that’s no shame. Knowing some stuff about structure will maybe make your instincts stronger. Or just watching a lot of stories with good structure. Some of these will be masterpieces (the “Three Colors” trilogy is some of the greatest screenwriting ever) and some will be just good genre movies (“Die Hard” has an unbelievably solid structure that hits all of the important story beats.)
Then after that you can approach games. Like, “Lady Blackbird” has a classic three act structure! I mean, it doesn’t have to get played that way, but there’s a certain gravity to the map, the locations, and the situations** that push it into that kind of a structure.
The other thing is to GM by the clock this is something running hundreds of two-hour slots taught me. No cliffhangers, resolve each session with some kind of climax in the last 45 minutes, and maybe do a reveal for next time
*Harmon’s an asshole, but is one of the most serious students of structure in screenwriting today
**Study Cyrus & Natasha’s Keys, note how paying them off makes for a very strong dramatic story, for example. Harper is a genius of stuffing setting into rules.