I wrote the following custom command:
SetEqualQ//ClearAll;
SetEqualQ::usage =
"SetEqualQ[Subscript[list, 1],Subscript[list, 2]]
yields True if Subscript[list, 1] is a equal to Subscript[list, 2], and False otherwise.";
SetEqualQ[l1_List,l2_List]:=SubsetQ[l1,l2] && SubsetQ[l2,l1];
When I run ?SetEqualQ, the following information will appear:

As you can see, the Subscript symbol is not formatted here. I further tried the following method, but still failed:
SetEqualQ//ClearAll;
SetEqualQ::usage =
StringForm["SetEqualQ[`1`, `2`]
yields True if `1` is a equal to `2`, \
and False otherwise.", Subscript[list, 1],Subscript[list, 2]];
SetEqualQ[l1_List,l2_List]:=SubsetQ[l1,l2] && SubsetQ[l2,l1];
MessageName::messg: SetEqualQ::usage cannot be set to SetEqualQ[Subscript[list, 1], Subscript[list, 2]]
yields True if Subscript[list, 1] is a equal to Subscript[list, 2], and False otherwise.. It must be set to a string.
Any hints for achieving this gold?
Regards, Zhao