“While I still can” uses while to mean during the time that it’s still possible — it refers to a limited time frame. “When setting your goal” uses when to mean at the time of setting — it refers to a specific moment or situation. So: While = over a time period (focus on duration). When = at a point or occasion (focus on timing or condition). Both “can” and “be smart” are states, not actions, but the prepositions reflect time vs. situation.

You can use either word in either sentence, but switching words changes the meaning of the sentence. For example, the sentence "You have to be smart while setting your goal." is a good sentence. It means that during the (extended) time period when (or while) you are in the process of setting your goal, you need to be smart. The sentence "I need to get it done when I still can." also makes good sense. However, "when" has a different meaning: "whenever". "Whenever" is one of the meanings of "when". For example, "I've been feeling weak but I go to the gym when I feel strong."

"While" is for an expiring duration. "When" is more vague - it can sometimes be used for duration, and but is more for pinpointing a convergence - a coincidental moment in time. In your first sentence, we need to emphasise expiring duration, so "while" is much better. In your second sentence, either can work, depending if you're talking about the long task of planning & setting goals, or if you're talking about the singular, momentary convergence in time.