What are sp_configure commands and set commands?

Use sp_configure to display or change server-level settings. To change database-level settings, use ALTER DATABASE. To change settings that affect only the current user session, use the SET statement.

E.g.

sp_CONFIGURE ’show advanced’, 0
GO
RECONFIGURE
GO
sp_CONFIGURE
GO

You can run following command and check advance global configuration settings.

sp_CONFIGURE ’show advanced’, 1
GO
RECONFIGURE
GO
sp_CONFIGURE
GO