Can I activate Sett Brawler on defense?

No, you cannot activate Sett, Brawler's ability while defending.

According to the established rulings for Sett, Brawler:

• Timing Restriction: Sett, Brawler's ability does not have the ACTION or REACTION keywords. Therefore, it can only be activated during your turn and when there is no chain present and you are outside of a Showdown.
• Defense: Because the ability is restricted to your turn and outside of Showdowns, it cannot be used while you are defending.

While Sett, Brawler does gain a buff when he conquers (which can happen when attacking or defending), you must wait until your own turn to spend that buff to grant him the +4 Might.