A Compound Set refers to two resistance exercises using overlapping muscle groups. For example, bench press sets alternating with dumbell flies - that is mostly two chest exercises. Another: dumbell bench alternating with tricep push-downs. The overlap there is two tricep stresses. People do Compound Sets once in a while to kick the heck out of a certain muscle or two - and for variety to keep the body off balance a bit.
A Superset, on the other hand, refers to alternating two resistance exercises involving opposing muscle groups. That is something we commonly do in weight training. Push-pull. For example, dumbell bench alternating with pullups or pull downs. Another: Curls alternating with tricep push-downs. There is a balanced logic to this.
(Compound Exercises are resistance exercises which apply the largest number of muscle grouds possible for strength-building. The Big Lifts. These are the classic multi-muscle group exercises: Bench Press, Rows, Pull ups, Dips, Deads, Overhead Press, and Squats).