I received a request for a single book from a 4 book series. I'd like to send these out as a set and not break them up, but I can't figure out how to PM the person requesting this one book to see if they want the others. Is this possible? If not how should I offer these books together?

You'd have to accept the request first before you can PM them.

If you have the books and they all have different ISBN's (not part of a set sold together) then they will be able to request these separately.  Is it a WL book?  If not you could offer them in the Book Bazaar or go to the genre forum for those books and post there with the info that you have them  and want to trade them together.  If they are part of a set sold together then you can only sell them for one credit because a pre-packaged set with one ISBN counts as only one credit. 

Ruth

ETA - you can accept the request and then PM the requestor about it - people have offered me the whole series when I didn't know there were several books in the series.  But the set vs single book rule still holds.