The word "to" after "practice" looks like a typo. Are you sure it's in the original?
Assuming I'm right, then "sets your offense should run" can be parsed as follows. Note that as a Brit, I know next to nothing about baseball, but I can figure out the purpose the various words have
The word "sets" refers to some group of activities that can be performed, or "run".
The word "offense" refers, at any given time in a game, to one of the two competing sides. The other side is then the "defense". And the word "your" indicates that the instructions you have provided are meant to be read by the person in control of the "offense" side, or at least they are intended to apply to the reader's team when that team is designated as the offense (because in fact the offense/defense designations change throughout the course of the match).
Putting all of that together (and dropping the problematic word "to"), the sentence, including the phrase you are asking about, might mean something like this:
You are in control of every decision affecting your team. For example, while they are designated as offense, you must decide how often your team should perform practice sets.