I found the "Deaths Wind" set crafting station on the beach. Accessing the crafting tables told me I didn't have the knowledge. So where/how do you get the knowledge?

The sets have requirements to craft them. For the ones found in the beta the requirement to craft was to have 2 traits researched for that piece being crafted.

ie. Deaths wind head (heavy helm) would require 2 traits to have been learned (for example Improved armour, and increased mundus effects) on heavy helms. You would then be able to craft the item in question as normal and the items would have the set bonus.