Wash the pillow set using machine wash on gentlest cycle using cold water and a fabric softener. Hand washing the set would be ideal.
After spin drying the pillows in the machine, take them out carefully. Shake or punch them to dislodge any clumps inside.
The pillows could be air dried. However, make sure they are left in a warm area to completely dry, in order to prevent the growth of mold.
If you are using a machine to dry, make sure you use a drying bag or wrap the pillow in a towel. Also set the dryer machine on sensitive or fluff setting without heat.