Once upon a time, famous women wore their jewels. They didn’t let someone else’s jewels wear them. That is but one of many fabulous take-aways from the dazzling show “Set in Style: The Jewelry of Van Cleef & Arpels,” at the Cooper-Hewitt, National Design Museum through July 4th. Since its opening on the Place Vendôme in Paris in 1906, Van Cleef & Arpels has played a leading role in style and design innovation. Its timeless pieces have been worn by style icons including the Duchess of Windsor, Grace Kelly and Elizabeth Taylor. This exhibition will explore the historical significance of the firm’s contributions to jewelry design in the 20th century,…