A setup is a casino term for a pair of decks of cards, which is generally all that is needed (along with a dealer, of course) to bring a new poker table into service.
Most casinos change the setups on each poker table at regular intervals (every four hours, or every six hours, or whatever the casino determines is best), though some casinos don't change a table's setup unless a player asks them to do so.
In many casinos, a player is allowed to ask the dealer for a new setup if they want to have the decks of cards changed. Superstitious players often overuse this request when they think the current cards are being "unlucky" for them. Regardless, in most casinos, a setup change can be done at the discretion of the dealer, who may choose to do so if a player asks.
Setup changes also happen if the deck has gotten damaged or marked. It is the responsibility of players to point out damaged or marked cards to the dealer, who will then remove the deck from service and request a new setup from the floorman. If dealers notice damaged or marked cards themselves, they will also request a new setup, but usually players have a better view, being physically much closer to the cards.