In a set, for example the following one
$$\{{(x_{1},x_{2}) \in \mathbb{R}^{2}}|x_{1}+x_{2}=1\}$$
does the notation $(x_{1},x_{2}) \in \mathbb{R}^{2}$ means that $x_{1}$ and $x_{2}$ are points in $\mathbb{R}^{2}$ space or it means that they are the coordinates of the points in that space?
For example if I have two points $p_{1}=(px_{1},py_{1})$ and $p_{2}=(px_{2},py_{2})$ in $\mathbb{R}^{2}$ does it mean that
$$px_{1}+py_{1}=1$$
or that
$$p_{1}+p_{2}=1$$
The set $$\Big\{ (x_1,x_2)\in\mathbb{R}^2\mid x_1+x_2=1\Big\}$$ considers all points in $\mathbb{R}^2$ (that is, ordered pairs with real coordinates) such that they obey a property (in this case, the sum of their coordinates is $1$).
For example, point $\left(\dfrac12, \dfrac12\right)$ belongs to such set, because $\dfrac12 + \dfrac12 = 1$.
If you consider the set of points in $ \mathbb{R}^2 $ that do not obey this property, you can write $$ \Big\{ (x_1,x_2)\in\mathbb{R}^2\mid x_1+x_2\neq1\Big\}.$$