Not necessarily! The CA is for calibration, this is used to match the incubator's displayed temperature with the thermometer temperature.
Once those two match, then setting the SET temperature to 38C should work at bringing the temp up to 38C on the thermometer. If not, the incubator is malfunctioning.
Press the SET button, then + until the display reads 38.0. Then press SET again to save. This is your temperature setting.
set what? Been six weeks since I used mine but this didn't make sense to me. Can you be more specific about what set setting you mean ? Would be great if after calibration you could tweak the display to match.