You do not resolve any monster surges during setup.
To expand on this; during set up you spawn the appropriate number of gates as indicated on the reference card and each gate spawns a monster as well.
A monster surge is a specific thing that happens during the game but not during set up.
Edit: the monster surge icon on the reference card is a reference for later in the game.
Okay, but on the set up cards it says "monster surge" (?)
This is not a set up card, this is a game reference card, not everything on the card is relevant during set up.