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