Connecting Statement:

Job asks a rhetorical question to say that he does not understand why God should pay attention to people. (See: rc://en/ta/man/jit/figs-rquestion)

set your mind on him

Here the mind represents thoughts and attention. To "set your mind on" means to give attention to. Alternate translation: "direct your attention to him" (See: rc://en/ta/man/jit/figs-metonymy and rc://en/ta/man/jit/figs-metaphor)