They often come together. Jack and John slap each other on the back and comment on how long it's been, and how the forests they rambled through as boys are all developed now -- except that stretch of pine woods, you remember, where we found the cave. The reader anticipiates something about that cave, and can't cry foul if Jack hides something there for John to retrieve.
And there is set-up concealed to prevent foreshadowing. Jill laughs about how she flunked out of twenty different schools -- culinary, acting, IT, etc. -- and only later does the reader realize that prior to flunking out, she could have mastered grease paint in acting school.
The really, really, really rare bird is foreshadowing without set-up. Even though you can get away with something that just foreshadows rather more easily than with something that just sets up, which just about always drags, pure foreshadowing things are all too often just mood-setters, with weather and settings, and so drag. Sometimes you can. Fortune-tellers can do it. You have to be careful not to make the fortune too specific and have it drag along the hero after its wake, and of course it has to be true (in some sense), but it can be done. Richard has his hand read in the opening of Neverwhere, and she tells him that he's going farther than he thinks, and it involves doors. And in Poul Anderson's -- I think it was Orion Shall Rise we are told how they said afterwards that an old woman appeared and predicted things over the newborn hero -- but then, they often said things like that.
And in Anthony Hope's Sophy of Kravonia, Sophy, who is a servant, is being taught her catechism and the Whole Duty of Man. She recites it to the young man of the house, who corrects her: she had been taught it said, "to do my duty in that station unto which it has pleased God to call me," but he says it says, "to do my duty in that station unto which it shall please God to call me." She checks. By Gum, he's right.
And by Gum, she doesn't stay in the same station for life.