Most loading dies can have the seating die adjusted so that the bullet gets crimped as the bullet is being seated. Some people prefer to crimp as a separate function which requires either readjusting the seater die for the exra function or buying a separate die to do the crimp. I believe the Lee set may give you the option of going either way, I've always done my handugun round using the three die set and nave had a problem. While I do have a few Lee die sets, my preference is for RCBS or Redding and even have Lyman and Horady dies sets. All my handgun dies sets are RCBS, FWIW.
Paul B.