The problem is you're trying to save to the App_Data
folder - this folder is only available to actual code. You cannot write to it by default, you also cannot output its contents to your website.
The App_Data
is specifically meant for Data only - such as XML & Database files - see here for more info: MSDN App_Data folder
So, even if you managed to save a file into app_data
you would not be able to display it - you would receive an unauthorized access error message.
To fix, change this:
HttpContext.Current.Server.MapPath("~/App_Data/setP")
to something like this
HttpContext.Current.Server.MapPath("~/uploadImages/setP")
Essentially give yourself a different folder to upload to.
Update
Following from the comments it seems you are getting the A Generic error occurred in GDI+.....
message. This is more often than not due to write permissions on the folder you're trying to save to is not set. Change them to enable write and you're good to go. Again though, it's best to not save them there unless you really must..