The Sage’s questline is be unlocked in the Limsa Lominsa’s Lower Decks (X:9.4 Y:12.9) by speaking to the Sharlayan Maiden to begin the quest Sage’s Path. You’ll find a blue quest sign on the map to guide you get the questline started.
Once you’ve accepted the quest you will need to exit Limsa Lominsa and head to Lalah Jinjals location at X 20.9 X 24.7 Z 0.4
Once you have completed the quest you can use the set to unlock an item level 385 set for your Sage. You will need to equip the Stonegold Milpreves to become a Sage.
The next quest is called Sage’s Focus and is available from Lalah Jinjal.