Like this:
import java.util.*;
Set<Integer> a = new HashSet<Integer>();
a.add( 1);
a.add( 2);
a.add( 3);
Or adding from an Array/ or multiple literals; wrap to a list, first.
Integer[] array = new Integer[]{ 1, 4, 5};
Set<Integer> b = new HashSet<Integer>();
b.addAll( Arrays.asList( b)); // from an array variable
b.addAll( Arrays.asList( 8, 9, 10)); // from literals
To get the intersection:
// copies all from A; then removes those not in B.
Set<Integer> r = new HashSet( a);
r.retainAll( b);
// and print; r.toString() implied.
System.out.println("A intersect B="+r);
Hope this answer helps. Vote for it!