Welcome to JavaRanch.
Your question is a bit vague, so it's hard to know exactly what you're asking.
A list is a sequence of things (those things can be numbers, or any other kind of Java objects). I don't know what you mean by a "target number". A sublist is just a part of a list (for example, of your list has 10 elements, then a list that contains elements 2 to 5 of that list is a sublist of the original list).
A set is a collection of things that has no particular order, and each thing can be in the set only once (you can't have the same thing in a set two times). You can think of a set as a bag of things - the things are not in any particular order in the bag.
You can find detailed information about lists, sets and other collections in the
Collections trail of The Java Tutorials.