Here are some extracts from the book by Aho that explain the algorithm for calculating these sets.
The word "add" in the Steps 2 and 3 above may lead to some confusion: There can be at most a single production rule in each element of the table (at least, if the grammar is LL(1)). If the table element remains empty, the terminal corresponding to the table element should never be the next symbol in the input string when the non-terminal corresponding to the table element is at the top of the parsing stack.