As a general rule, the pavé setting does not need much special care. The stones are held pretty tight together by tiny metal beads or prongs, and these are very safe as long as they are not worn out or broken.
The pavé setting is safe when it comes to everyday wear and tear, but this does not mean that it cannot get damaged at all. You still should try to avoid hitting or damaging your jewellery as much as possible because there is still a low chance of losing the pavé stones.
Remember to be careful when wearing pavé jewellery with other pieces, since their hard surfaces may damage the pavé gemstones.