There are two general ways to use the notation correctly. If you write { n in N : n > 2 } this means "the set of n in N so that n > 2". If you write { m + 2 : m in M } you mean "the set of all numbers that can be written int he form m + 2 where m in N". There are many more examples at
en.wikipedia.org/wiki/Set-builder_notation