"Set up" Ok for this term, i believe you are looking for a translation that means a preparation of some sort, so i would go with Preparacion o Configuracion (As a noun)
"Sweep" Sweep should be translated as "Barrido" a sweeper is commonly used in spanish as the english word, A Sweeper is a "Barredor".
"Support moves" I would translate this one as "Movimientos de Utilidad" or "Movimientos de Soporte".
"Stall" To stall would be translated as "Retrasar" or "Hacer Tiempo".
"Utility Pokemon" This could be simply said as "Soportes".
"Wall" I think this one is used as a Tank in other games, so i wold go wiht "Tanque".
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