You can only set up a Cash Card after receiving it. On the Cash App, you will tap on Cash Card or on the Dollar Amount appearing on top of the screen, then click on Get Cash Card. After you have confirmed your personal information, you will state your shipping address.
As a last step, you are required to sign and draw something to be laser etched onto your card.
Note that the Cash Card number can typically be accessed through the Cash App. To view it, you will have to tap on Cash Drawer balance appearing on top of the screen. The result is the display of your Cash Card.