How is the idea of morphisms between objects in category theory different from the idea of relations between sets in set theory?

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If possible, please also give examples where the latter is not the former and vice-versa:)

I'm having much trouble distinguishing these ideas. In set theory, you can have multiple sets $A$, $B$ and $C$....which are collections of elements, and you can have relations among them $R_{AB}, R_{BC}, R_{AC}.... $

Let's name the set of above sets a "category set". Now one may take multiple category sets and define relations among them. Let's name the set of these sets a "Functor".

I want to know, how are these ideas different from the corresponding ideas in category theory?

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Only certain relations will give a category. At a minimum to be a category you need identity morhisms and to make sure composition of morphisms are defined. This means that only relations that are reflexive and transitive will form a category.