There is currently a warning on the individual item pages of the items in the set if they can't be used outside of Roll20 both before and after purchase, but after looking at it just now I realized there is nothing on the set page, and folks may not check items before purchasing. So we've just added a notice to the set page that shows up like the screenshot I've attached to this reply.
In addition, Tasia, since this warning wasn't prominent, please just send us an email at <a href="mailto:team@roll20.net" rel="nofollow">team@roll20.net</a> if you'd like us to refund that purchase -- we only want you to buy things that you can actually use, after all :-). And sorry for the confusion.