It is known that the notion of a transitive subgroup of a permutation group $P$ extends naturally to the subsets of $P$. We study transitive subsets of the wreath product $G \wr S_n$, where $G$ is a finite abelian group. This includes the hyperoctahedral group for $G=C_2$. We give structural characterisations of transitive subsets using the character theory of $G \wr S_n$ and interpret such subsets as designs in the conjugacy class association scheme of $G \wr S_n$. In particular, we prove a generalisation of the Livingstone-Wagner theorem and give explicit constructions of transitive sets. Moreover, we establish connections to orthogonal polynomials, namely the Charlier polynomials, and use them to study codes and designs in $C_r \wr S_n$. Many of our results extend results about the symmetric group $S_n$.