Use "man bash" to find the list of built-in commands. Scroll way down, or search for "SHELL BUILTIN COMMANDS".
The "e" command-line switch to the set command tells the script to exit immediately if there is a non-zero return value. The "u" switch tells the shell to treat unset variables as errors when performing parameter expansion. The "o" switch enables the following option (in this case "pipefail"). "pipefail" tells the script to return the value of the rightmost command that returned with a non-zero value in a pipeline. This is all paraphrased, the details are in the man page.