: The Gregg Press set of the Witch World books was issued only in hardcover and as individual books

Gregg Press, indeed, only issued individual books, but the Norton books appear in the same jacket colors, making the 1977 editions a 'set'. These all have blue toned dust jackets (and boards) and Jack Gaughan cover illustrations.
These 1977 books include. SORCERESS OF THE WITCH WORLD, SPELL OF THE WITCH WORLD, THREE AGAINST THE WITCH WORLD, WARLOCK OF THE WITCH WORLD, WEB OF THE WITCH WORLD, YEAR OF THE UNICORN and WITCH WORLD

These should not be confused with the group collectively known as SPACE ADVENTURE NOVELS
1977, Gregg Press, 6 Volumes (Silver dust jackets)
CROSSROADS OF TIME, PLAGUE SHIP, SARGASSO OF SPACE, SECRET OF THE LOST RACE, THE SIOUX SPACEMAN and VOODOO PLANET/STAR HUNTER

I would try ABE books if you are looking for these. I believe that Lloyd Currey had a set the last time I checked his list.
http://www.abebooks.com/home/lwcurrey/

There are also some Norton boxed sets.
Perhaps you are really seaking the 1970 ACE boxed set?

BOXED SET: Andre Norton's Witch World Series
1970, Ace, with Witch World Map included
WITCH WORLD, SORCERESS OF THE WITCH WORLD, THREE AGAINST THE WITCH WORLD, WARLOCK OF THE WITCH WORLD, WEB OF THE WITCH WORLD, YEAR OF THE UNICORN

There is also another Norton boxed set, which I have listed as also being for Witch World, and perhaps have wrong.
I show that there was a 1982, DAW 4 book boxed set of
Norton's Witch World.
I own a 1981 Ace boxed set where the box is numbered Ace#96458, with the cover illustration from the 1980 edition of WITCH WORLD (illustrator "JB"). My box includes IRON CAGE, and DEFIANT AGENTS but those could have been included to protect the box (ie: just stuff put in to keep the box from crushing.)

Hope that this helps rather than confuses