how to find the intersection of two std::set in C++?

You haven't provided an output iterator for set_intersection

template <class InputIterator1, class InputIterator2, class OutputIterator>
OutputIterator set_intersection ( InputIterator1 first1, InputIterator1 last1,
                                  InputIterator2 first2, InputIterator2 last2,
                                  OutputIterator result );

Fix this by doing something like

...;
set<int> intersect;
set_intersection(s1.begin(), s1.end(), s2.begin(), s2.end(),
                 std::inserter(intersect, intersect.begin()));

You need a std::insert iterator since the set is as of now empty. We cannot use std::back_inserter or std::front_inserter since set doesn't support those operations.

Have a look at the sample in the link: http://en.cppreference.com/w/cpp/algorithm/set_intersection

You need another container to store the intersection data, below code suppose to work:

std::vector<int> common_data;
set_intersection(s1.begin(),s1.end(),s2.begin(),s2.end(), std::back_inserter(common_data));

See std::set_intersection. You must add an output iterator, where you will store the result:

#include <iterator>
std::vector<int> s3;
set_intersection(s1.begin(),s1.end(),s2.begin(),s2.end(), std::back_inserter(s3));

See Ideone for full listing.