Remember this implementation of a set is a function. In particular its a boolean function, so the function can just be seen as asking the question: "Is this number in the set? - true or false." The function can be called as many times as you want, in effect asking the question multiple times:
"is this number in the set? Is that number in the set?" etc, etc.
As the set is a singleton set, there is only one number in the set. So you use the set by calling the function, asking the question, in effect, "is this number the one and only number that is in the set?" So you are correct this set, the singleton set is just asking are these two numbers the same.
It should be emphasised that this example is from the course Functional Programming Principles in Scala. The course is not meant as an easy introduction to Scala. In fact the course is deliberately making things difficult, in order to enable a deep understanding of functional programming. Normally one would just use the in scope immutable Set class.
If you wanted to work with say the even numbers between -1000 and 1000, you'd probably use an iterator like:
(-1000 to 1000).withFilter(_ %2 == 0)
or:
(-1000 to 1000 by 2)