How do I know what kind of company or legal entity to set up?
There are pros and cons to each legal entity, and it can get complex. Limited liability companies are effective for associations, for example, but are very costly for small economic activity. P C & T will allow you to understand the advantages and disadvantages of each model/ legal entity.

What is better, an SA (limited company) or a Sàrl (limited liability company)?
P C & T will allow you to better understand the implications of this choice in terms of responsibility, possible associations, shareholding, statuses, taxation which is a very important aspect, and generally underestimated.