Does your text really say 'set on the journey' ? That phrase doesn't make any sense in English. The usual phrase is 'set out on a journey', which means 'start : a journey. Are you sure that you haven't forgotten to write the word 'out'?

"set on" in this sentence means "began" or "went on", or "started". To "rush down" a hill, means that the person "hurried", "ran", "quickly went down" or "moved swiftly" down a hill.