From https://huggingface.co/blog/setfit, the "SetFit/SentEval-CR" looks like the mnli dataset you're looking at.
If we loop over the dataset, it looks like:
from datasets import load_dataset
from sentence_transformers.losses import CosineSimilarityLoss
from setfit import SetFitModel, SetFitTrainer
dataset = load_dataset("SetFit/SentEval-CR")
for row in dataset['train']:
  print(row)
  break
[out]:
{'text': "many of our disney movies do n 't play on this dvd player .", 
'label': 0, 
'label_text': 'negative'}
In this case the model is expecting in each dat point:
Since the mnli dataset has two text you can combine them with </s> to form a single text key.  First, to confirm that the seperator token is this:
from transformers import AutoTokenizer
tokenizer = AutoTokenizer.from_pretrained("sentence-transformers/paraphrase-mpnet-base-v2")
print(tokenizer.sep_token)  # Output: </s>
then
from datasets import load_dataset
# Load a dataset from the Hugging Face Hub
dataset = load_dataset('setfit/mnli')
dataset = dataset.map(lambda row: {"text": row['text1'] + " <s> " + row['text2']})
dataset
[out]:
DatasetDict({
    train: Dataset({
        features: ['text1', 'text2', 'label', 'idx', 'label_text', 'text'],
        num_rows: 392702
    })
    test: Dataset({
        features: ['text1', 'text2', 'label', 'idx', 'label_text', 'text'],
        num_rows: 9796
    })
    validation: Dataset({
        features: ['text1', 'text2', 'label', 'idx', 'label_text', 'text'],
        num_rows: 9815
    })
})
To train the model following the example from https://huggingface.co/blog/setfit
from datasets import load_dataset
from sentence_transformers.losses import CosineSimilarityLoss
from setfit import SetFitModel, SetFitTrainer, sample_dataset
# Load a dataset from the Hugging Face Hub
dataset = load_dataset('setfit/mnli')
dataset = dataset.map(lambda row: {"text": row['text1'] + " </s> " + row['text2']})
# Simulate the few-shot regime by sampling 8 examples per class
train_dataset = sample_dataset(dataset["train"], label_column="label", num_samples=8)
eval_dataset = dataset["validation"]
# Load a SetFit model from Hub
model = SetFitModel.from_pretrained("sentence-transformers/paraphrase-mpnet-base-v2")
# Create trainer
trainer = SetFitTrainer(
    model=model,
    train_dataset=train_dataset,
    eval_dataset=eval_dataset,
    loss_class=CosineSimilarityLoss,
    metric="accuracy",
    batch_size=16,
    num_iterations=20, # The number of text pairs to generate for contrastive learning
    num_epochs=1, # The number of epochs to use for contrastive learning
    column_mapping={"sentence": "text", "label": "label"} # Map dataset columns to text/label expected by trainer
)
# Train and evaluate
trainer.train()
metrics = trainer.evaluate()