@Ricardo85
A Rule set is a set of options you can apply to a certain time period of the calender. Those options are overruling the default options (e.g. minimum night stay) or add new featurues (e.g. a last minute discount).
After you created a rule set, give it a name and save it. Then apply the rule set to the desired time period(s).
When it comes to discounts be sure "Smart Pricing" is turned off, otherwise they do not work.
It is a good habit to use the price calculator and/or the listing preview to test if a (complex) rule set works as expected.