Usually Pirkei Avos appears in Nezikin but I cannot find it in the classic Artscroll Schottenstein set. Is it there?
Pirkiei Avos is part of Seder Nezikin in Mishnayos, but it has no gemara on it. Regular sets of Talmud also include those masechtos of Mishnayos without Gemara (most of Zeraim and Taharos, Avos, Ediyos, and some other masechtos) with Rishonim. Artscroll, however, did not make them part of their Talmud set, because they have no actual Talmud. Instead, these masechtos (including Avos) are part of the Artscroll Mishnayos series. An abridged version of this is available in their standard English siddur. In addition, there are many specific Artscroll versions of just Pirkei Avos with various commentaries.