for examples of gene set analyses using limma. Gene set analysis works in the same in limma regardless of which platform you are working with, whether that be two color microarrays, RNA-seq or whatever.
More examples can be found seen here:
This workflow uses edgeR but limma is used under-the-hood for the pathway analyses. The same function calls (goana, kegga, camera, roast, fry, romer) work the same in either edgeR or limma.
Note that the terms "gene set analysis" and "GSEA" mean different things to different people. The limma functions allow a wide range of different types of gene set analyses to be done.