Big O notation question for set insertion with sequential scan?
First of all, let's get some things straight. Big-Oh notation is just a notation for describing the asymptotic behavior of any mathematical function (well, at least those defined on the real numbers). It is not tied to algorithm analysis.

Performing algorithmic analysis on a program $p$ that takes input $x$, you want to find a function $f(n)$ so that, for every input $x$ of size $n$, one has $T(p(x)) \leq f(n)$, where $T(p(x))$ denotes the run-time of a program. That is, we are finding the worst-case bound on the run-time of $p$.

Now, it may very well be the case that

$$T(p(x)) \leq e\times n^{3/2} + 2.73 \log_{\pi} \sqrt n \times + .23432342 $$

However, this is not very useful. It's difficult to conceptualize the growth of this function. That is one reason we use asymptotic bounds (the other being it is often easier to determine the asymptotic behavior than the exact behavior). It is much more approachable to write

$$ T(p(x)) = O(n^{3/2}) $$

Anyway, to answer your question: you'll note here that $p$ is an arbitrary program. You can take that program to be whatever you like, including "insert $n$ elements into the set". No one can tell you what to analyze.