To set up the 'Undo Send' feature in Gmail, go to your 'Settings' menu and scroll down to the 'Undo Send' option. Set the 'Send cancellation period' to the time limit you prefer (up to 30 seconds), then hit 'Save Changes.' From then on, every time you send an email, you'll see an option to 'Undo' at the bottom of your screen for a few seconds.