I've read a lot of the web novel for this series. Setsuna is far and away one of my favorite characters in it. The manga is clearly going very quickly, a lot left out, but it's nice to see the images in the manga.
Also, the web novel is not explicit, generally speaking. Like even words such as 'penis' are bleeped out. But the descriptions of the sexual acts are more explicitly written in the Light Novels, so if you're interested in that aspect you'll want to acquire those rather than just reading the web novel.