Setting value, key pair in Dictionary using Google Earth Engine JavaScript API

A simple script in the Google Earth Engine code editor,

var dict = ee.Dictionary();
dict.set('num', 10);
print(dict);

gives Object (0 properties) as the output

even when i do print(dict.keys()) or print(dict.values()) it throws empty list.

How do I pass a key,value pair to a dictionary?

var dict = ee.Dictionary();
dict = dict.set('num', 10);
print(dict);