bzr how to shelve?

Question

First, let's create a shared repository and grab a sample branch to play with:

$ bzr init-repo /tmp/shared-repo
Shared repository with trees (format: 2a)
Location:
  shared repository: /tmp/shared-repo
$ cd /tmp/shared-repo
$ bzr branch lp:~bzrbook/bzrbook-examples/shelving
Branched 6 revisions.
$ cd shelving

Your questions:

Can I name that shelve set as I see it gets an ID? eg bzr shelve "this is my first attempt"

Yes, using the -m flag, for example:

$ date >> menu.txt
$ bzr shelve -m 'menu change' --all
Selected changes:
 M  menu.txt
Changes shelved with id "1".

how do I view all shelve sets?

Using the --list flag, for example:

$ bzr shelve --list
  1: menu change

Now you can see that giving a name to the shelf worked. If we hadn't given a name:

$ bzr rm guests.txt
deleted guests.txt
$ bzr shelve --all
Selected changes:
+N  guests.txt
Changes shelved with id "2".
$ bzr shelve --list
  2: <no message>
  1: menu change

Btw, when you have shelves, the bzr status command tells you about them, and how to list:

$ bzr st
2 shelves exist. See "bzr shelve --list" for details.

How do I view specific changes to a specific shelve set

Using bzr unshelve --preview, for example:

$ bzr unshelve --preview 1
Using changes with id "1".
Message: menu change
 M  menu.txt
=== modified file 'menu.txt'
--- a/menu.txt  2014-04-11 05:34:17 +0000
+++ b/menu.txt  2014-04-11 05:37:55 +0000
@@ -16,3 +16,4 @@
 Mixed burrito
 Onion soup
 Tacoz
+Fri Apr 11 07:34:13 CEST 2014

Are shelve sets relative to the repository that I am in?

Shelve sets are saved in your working tree. They are not part of the repository, in other words they are not version controlled. If you delete the working directory of the branch where you created your shelves, they will be lost. This is mentioned in the first paragraph of the Description in bzr shelve -h and the link you included.