if you want to see all set requests you will have to inspect the Request object in the main loop. But at this level, the request was not yet processed and you will therefore not know, if the request will succeed.
But normally you will only have to react to set requests that change objects of your own MIB implementation. For this, you will derive your classes from MibTable and MibLeaf and whenever a request is processed, the appropriate set-functions are called.