Before answering the question I must say I would recommend reading my other answer to Kazusa's love for Haruki as it helps understanding this answer better (the game is a love triangle after all):
Does Touma Kazusa love Haruki in White album 2 anime and visual novel?
At the end of the anime Setsuna tries to ease Haruki's burden because he had slept with Kazusa and he was feeling down. She says she's the only one to blame and even that she doesn't love him as much as Kazusa. But soon afterwards, when Haruki kisses Kazusa in front of him, she starts crying. She then repeats the same explanation and adds "of course that's not true!" while crying. Setsuna loves Haruki very much and really wants him to be happy.
After having read the visual novel some of the main points that make it clear Haruki is number 1 for Setsuna and she'd do anything for him are:
She's lovestruck for Haruki and pursues him no matter what. She asks him what he's gonna study at university and where to do the same and she actually does it [saying it's a pity Haruki doesn't choose english because she's good at it but terrible at economics]. Later he changes departments just to ignore her.
No matter what he does, or how much he's been a jerk to her , Setsuna will always welcome him back, no questions asked. Even if he ignores her for years or cheats on her with another woman, as in Kazusa's Good end, she'll still take him back. Indeed, in Kazusa's True End, Setsuna gets angry instead at her own family for ganging up on Haruki, instead of Haruki himself. In Introductory Chapter when Haruki told her he had cheated on her not only does she forgive him immediately but also add she can be the replacement. In Coda when she discovers his boyfriend Haruki has been sleeping with Kazusa she isntantly forgives him and fights so that he chooses her in the end. When he avoids her the following 3 years to Introductory chapter she still pursues him and suffer like there's no tomorrow. Even so she never thinks Haruki is to blame, everything he does wrong is her fault.
She tries to get him by any means posible, it doesn't matter if she has to betray her best friend or ignore her family. When she discovered how much Kazusa loved him she immediately took action and confessed to him, knowing it would all be a nightmare for Kazusa. When Haruki asked her to spend her birthday just the 2 of them she didn't invite Kazusa to her birthday and ignored her family's plans [her father was hurt]. 3 years afterwards, when she sees Kazusa after a long time the first thing on her mind is to use her to start dating Haruki again. She calls Haruki and talks to him for 2 hours with a "let's celebrate her success" excuse. At the end she says "I'm sorry I used you again, Touma".
She wants him to be happy: If he abandons her, she accepts his decision and pretends she's happy to make him happy even though it kills her. Koharu's route is a good example. In Kazusa's True End, even after having dated Haruki for 2 years, when he breaks up with her to go with Kazusa she forgives him and considers she'd just been borrowing his heart for the last five years. If he isn't dating anyone she tries her best to get him. This is what she says after the 3 years Haruki had been ignoring her. It shows how much it broke her. Every time she calls him it's hell for her because of his reactions but she still does it every week:
"Deciding all that takes me an entire day. I really wanted to hear your voice but I was worried whether it was too late at night for me to call [because she spends all day thinking about those calls night arrives] "Choosing between calling or texting takes me another 3 hours"
It's pretty long so I'll get to the point: After that there's another hour to write something for conversation. After that she gives up, she looks herself in the mirror [full of tears] and finally calls him. No need to say that what he does each time is simply ignore the call.
Also, when she gets him at the end of concluding chapter (against the other sub-heroines Koharu, Chiaki and Mari) and they become a happy couple (this time he tells her he loves her more than Kazusa) Setsuna says:
I'm very happy, you know? I've never felt such happiness in my entire life, you know?"
She even sings while they kiss.
Two years later in Kazusa's true ending Haruki asks Setsuna to marry him but changes his mind and marries Kazusa instead.
Setsuna is completely devastated. She takes Haruki's guitar and learns how to play it. She can never part with Haruki so his guitar serves as a substitute.
Another two years afterwards there's an epilogue where Setsuna is singing Snow powder (a love song for Haruki) while at the same time playing his guitar with a depressed expression. It shows she can't move on.
Everything regarding Setsuna and her playing Haruki's guitar is explained here:
Kazusa true ending. Explanation of Setsuna's epilogue