Depends on what you mean by 'setting'...
First... RAW has nothing to do with white balance... and setting white balance is not exclusive to RAW... RAW is simply the basic language that your camera's sensor sees... Setting white balance in the camera only affects the jpeg... as a filter... Your camera's sensor sees data... WB becomes a defined filter that gets applied to what you see... You don't see RAW, you see what RAW gets converted to, with the WB applied as a filter...
Now let's talk about 'setting' the WB... You can take a picture, adjust the WB for that picture, and copy that setting so those adjustments get applied to further pictures... <-- this is in your manual...
You can aim the camera at the light source, take a picture, and that also can be saved and applied as a default... <-- this also in the manual
You can take a picture with a grey card in the picture... then in software, you can use a color picker tool to point to the grey scale card in the picture, and the software will adjust the WB knowing that the grey card is the requisite 18% grey... this will adjust all the other colors in the image to the proper WB colors... then you can save that 'pre-set' in LR and apply that pre-set to the other pictures from that same photo session... <-- this is NOT in the camera's manual, but in the software's documentation...
If you search YouTube for "setting white balance for "insertcamermodelhere"... there are dozens of videos that will walk you through each of the methods I've outlined here...
The simple answer to your question is, there are fundamentally, several ways to set white balance... some have to do with making camera settings, and some have to do with making adjustments in software at the post-processing stage...
