I don't have that particular set, but I do have quite a few of the eyeshadows, I bought them individually and from a couple of sets. You can use them dry for a softer (I guess thats the word I'm looking for) or wet with a mixing medium for a more bolder look. It makes the colors more vivid and last a whole lot longer too. My preference is wet for the shadows on my lid, but for the highlight I use it dry.

