AT present we do not have fieldset functionality in Lightning edition of Salesforce, you must make the Fieldset changes using Salesforce Classic only.
Procedure for making fields sets in Salesforce
- Login to Salesforce as administrator
- Click on the Setup
- Search for Field Sets from Quick search option
- Click on Field Sets under Contacts
- Click edit Edit for VolunteerSignupFS
- Drag and drop all the fields as per 3rd screen shot below
- Click on Save.