I'll attempt to give you the best help I can with the information you've provided.
This might be a bit confusing to someone who knows nothing about the card game. If you can in the comments or your question, define what you mean when you say "set" and what your child means when they say "set". I suspect you are using "set" to mean a product that includes a "set of cards", and your child is using "set" to either mean a set of one card (2-4 of the same card for use in a deck) or a "set" as in "a set of both".
"Set" can mean one of several things. "Set" could mean he wants a set of both; it could mean he wants a "playset" - a term used in competitive Pokemon indicating having several of one card to use in a deck (generally 2 - 4).
First off, there are two types of "Mega Charizard". One is "Mega Charizard X", which is black and blue. The other is "Mega Charizard Y", which is orange.
Mega Charizard X
(There are two printings of this card. One is from the booster pack series Flashfire; the other is from the booster pack series Generations).
Mega Charizard Y
(This one is from the booster pack series XY Evolutions).
It would be useful, if you can, to provide links to the "sets" of product you've found for M Charizard EX. Are these boxes with a single card and packs? Tins? Single cards? The Pokemon TCG includes a lot of product including sealed packs of cards, boxes with certain cards, tins, etc.
When you use "the Charizard EX set of Pokémon cards" I'm assuming you mean a product that includes Charizard EX, which is probably this box:
If that is the case: No, this does not come with either M Charizard EX card. This sealed product comes with four booster packs as shown (which contain random cards, of which M Charizard or any other EX card is fairly rare), a single Charizard EX card, and an oversized version of the card.
Alternatively, you could have found these products on Amazon:
If that is the case: No, this ALSO does not come with either M Charizard EX card! This sealed product comes with four booster packs as shown (which contain random cards, of which M Charizard or any other EX card is fairly rare), a single Charizard card (much less valuable than an EX) and a small statue. Also looks like your selection is random!
This also shows up on Amazon!
Unsurprisingly... this also will not give you either M Charizard EX card. Similar to the first box, you'll get four packs, a single Charizard EX, and a jumbo card.
Regardless of what version your child wants, the only reliable, 100% way to obtain either M Charizard EX card is to buy the single card.
It doesn't look like these were available in any promotional boxes. Buying packs to try and get one is a terrible idea - the odds of getting even a single EX rarity card, of which there are very many, is about 1/6 of these booster packs which retail for around $3-4 each.