@Razmysl,
First, I will re-write your question, keeping it as much like the question you asked as I can, but putting it into standard English:
Will someone explain to me what "a set grammatical construction" means? I went to a language forum and asked that someone interpret the following sentence for me: "What an army and what a sergeant to have in the army." I got the reply: "It's a set grammatical construction." I tried to find out what that means, but failed.
A set grammatical construction is a term from semiotics, and you don't need to trouble yourself with semiotics. The person who gave you that answer was, it seems to me, trying to make him- or herself sound very wise and knowing. But that person did not give you a useful answer. I suggest that you forget all about "set grammatical constructions," and I'll try to give you a simple and useful answer.
In this context, "what . . . " expresses admiration, and means that something is of a very high standard. "What a beautiful woman" means an extremely beautiful woman. "What a beautiful day" means an exceptionally beautiful day. Therefore, "What an army" means an exceptionally good army, and "what a sergeant to have in the army" means a sergeant of exceptional ability. Exceptional means unusually good, outstanding; of very high quality.