I recently bought a set to share it with my mates for wars in a future clan or make videos.

I stay the owner for sure but this is the set of our organisation.

but one of our member asked "and if someone say I stoled this set to you, what can I respond?..."

And thats right, for the rest of the community I'm the owner of this set.

So how can I officially declare that set like the set of the association?
And where?

We don't want to be harass or worry about the community.

Well I've never heard of a place you can do that, but if your clan has a new thread you can announce it there because people like to stalk old clans

If people report one of your friends with your set, both you and your friend will be able to see the report and explain the situation.
If a staff members sees it first, your friend will get a warning message and will be able to defend themselves.
There is no place to announce these things afaik.

"If a staff members sees it first, your friend will get a warning message and will be able to defend themselves."

Just explain it to the staff and the warning will be removed/lifted.

Just announce, explain, and understand.

if someone gets reported, i'm sure they'll refer to you if they know you're the owner,
and you'll be able to confirm whether it's one of your mates that was allowed to use it
so no need to have somewhere to state it, people are too lazy to report these kinds of
things anyway

Ok thanks, I hope my friends won't be harass to much.

you can always post pics of the set on a separate thread, declaring it is ____ clan's or _____ organization's set.