What are sp_configure Commands and SET Commands?

Use sp_configure to display or change server-level settings. To change the database-level settings, use ALTER DATABASE. To change settings that affect only the current user session, use the SET statement.

e.g.

sp_CONFIGURE 'show advanced', 0

GO

RECONFIGURE
GO

sp_CONFIGURE
GO

You can run the following command and check the advanced global configuration settings.
sp_CONFIGURE 'show advanced', 1

GO

RECONFIGURE
GO

sp_CONFIGURE
GO