C++ Big Integer

I came around GMP library for c++. Can any one help me out, I want to know how to use STL templates like set, unordered_map etc. for the big integers, i.e. instead of set<int> I want to use set<mpz_class>. I went through documentation too but it didn’t help. Any links to relevant sources will also be of great help, Thanks.
For those who don’t know what GMP library is:
It’s similar to what BigIntegers is in Java.