a motion to set bond is a motion requesting the court set a bond so that the Defendant can bail out of jail.
a case management conference is when both parties (state and defendant) meet with the judge and talk about the case. The judge will set times based on what each side says. So, if the defendant has a dozen motions it intends to file, the judge will want to know when that's going to happen, and perhaps set a date to get all motions in. The judge will ask the state about responses to the motions, discovery issues, etc. It is a conference that keeps things moving towards a conclusion in a timely manner.