The Setek is the Omikron currency.
Remember that everything has a price (in Seteks) and you cannot buy anything without money. When you buy something the total will be deducted from your Setek total shown in your SNEAK. Your character will find some Seteks in various locations but there are opportunities to get more money throughout the game (look out for ads or flyers announcing these opportunities). Money will help you buy better weapons (which are readily available but sometimes very expensive) or even advice.