I'm not understanding what you mean. The { and } would open and close your setter, so the setter would only be to set _year to the value of year.

If you do this:

private int _year;
public void setYear (int year) { _year = year; }

The only _year is set. This is the scope of the 'year' variable. Only available in setYear.

If that while loop is supposed to be inside the setYear setter, that's a different story. It would be weird to have validation inside a setter that necessitates input from the console, though. I would think you'd want something more like this:

// main.java
import java.util.Scanner;

public class main {
    public static void main(String[] args)
    {
        Car car = new Car();
        Scanner scan = new Scanner(System.in);

        System.out.println("Enter the make");
        String make = scan.nextLine();

        System.out.println("Enter the model");
        String model = scan.nextLine();

        int year = 0;
        do {
            System.out.println("Enter the year");
            year = scan.nextInt();
        }
        while (year < 1900 || year > 2015);

        car.setMake(make);
        car.setModel(model);
        car.setYear(year);

        System.out.println(car.getYear() + " " + car.getMake() + " " + car.getModel());
    }
}

// Car.java
public class Car {
    private String _model;
    private String _make;
    private int _year;

    public void setModel(String model) { _model = model; }
    public void setMake (String make) { _make = make; }
    public void setYear (int year)   { _year = year; } 

    public String getModel() { return _model; }
    public String getMake() { return _make; }
    public int getYear() { return _year; }
}