tbh its really up to you .. if your defender has a talent for corners or pens etc put him on set-piece training or most likely if he doesnt, dont. this is my training for wingers - try to make yours similar as ive had good success with this.
Iv always wondered this too, because it should cover the defensive aspect. But I don't think it does. It solely covers offensive aspect ie the crossing, free kick taking etc. I still give my defenders a low/medium amount of set piece training though, can't hurt.