This is often asked question. The short answer is it depends.
Concrete might be used for a coupld of occasions:
- To build a swing set fondation
- To pour it in under the swing set frame
Building a swing set foundation of concrete is entirely optional. You can very well work without it and leave the grassy ground under the swing set, or drop in some sand and/or gravel. In fact I don’t like concrete bases for swing sets because if you or your kid ever falls on it, that would hurt.
On the other hand, placing concrete in the holes where your swing set frame will stay is a good thing. How is how you would anchor a swing set. Of course doing it without concrete is also possible. Some metal swing sets can be directly dug into the ground and some have fairly stable pillars under the frame. For example the DIY tripod swing from the video on this page also can go without concrete because it’s quite stable on a hard ground.