I think of a structured set as a set $X$ along with some other information telling me how $X$ is "structured". For example, a group is a set $G$ along with its "structure" which is a binary operation $+\colon G\times G \to G$, a unary operation $-\colon G \to G$ and a nullary operation $e\colon 1\to G$ that satisfy the group axioms. Then a group structure-preserving map $h\colon \langle G;+,-,e\rangle \to \langle G';+',-',e'\rangle$ is a set map $h\colon G\to G'$ that preserves the structure, i.e., $e'=he$, $+'\circ(h\times h)=h\circ+$, and $-'\circ h=h\circ -$. To study how this structure behaves on its underlying set, we look at the forgetful functor. In the case of groups, $U\colon \langle G;+,-,e\rangle \mapsto G$, $h\mapsto h$.
So in the case of topological spaces, we have different ways of describing the structure on its underlying set, be it by open sets, closed sets, the Kuratowski closure operator, or neighborhood description (see Peter Clark's notes). These formally give us different categories, the objects being sets equipped with one of these descriptions as its structure and the arrows being those set maps which respect the structure (more on this later). They all are equipped with a forgetful functor, and moreover they are concretely isomorphic, meaning the there are isomorphic functors which respect the forgetful functors.
For example, if $\mathbf{Top}_{open}$ is the category of topological spaces defined by open sets and $\mathbf{Top}_{closed}$ is the category of topological spaces defined by closed sets, there is an obvious isomorphism $F\colon \mathbf{Top}_{open} \to \mathbf{Top}_{closed}$, $\langle X; \tau\rangle\mapsto \langle X; \overline{\tau}\rangle$ where the set of open sets $\tau$ map to their set complements in $\overline{\tau}$. Then the forgetful functors $U\colon \mathbf{Top}_{open}\to \mathbf{Set}$ and $U'\colon \mathbf{Top}_{closed}\to \mathbf{Set}$ are related by this iso, i.e., $U=U'F$. We say they are concretely isomorphic meaning the structure is essentially the same.
As to your question about why the topological maps are said to be structure preserving, it is because the maps respect the structure of the topological spaces. If we take the open set definition of topological spaces, then $f\colon \langle X; \tau\rangle \to \langle X';\tau' \rangle$ is a set map $f\colon X\to X'$ such that there is a preservation of the open set structure, ie, $f^{-1}\colon \tau'\to \tau$ is a bounded poset map.
It turns out that there are topological-like constructs and algebraic-like constructs, depending on what the fibers of the forgetful functor looks like on objects.
For example, let's look at the the fiber of $U\colon \mathbf{Top}\to \mathbf{Set}$ over a set $X$. We can define a poset structure on the fiber by setting $\langle X;\tau\rangle \leq \langle X;\tau'\rangle$ iff the underlying identity map is a continuous map $id_X\colon \langle X;\tau\rangle \to \langle X;\tau'\rangle$. This is where your final and cofinal topologies come in. We have every fiber equipped with a bounded poset structure with the bottom being the cofinal topology on that set and top being the final topology. This is because the identity from a set with the cofinal topology (discrete topology) is continuous and the identity to a set with the final topology (indiscrete topology) is continuous.
In general, topological-like structures have nondiscrete posets as fibers and algebraic-like structure have discrete posets as fibers where two structures $\langle X;S\rangle \leq \langle X;S'\rangle$ iff the underlying identity map is a structure preserving map $id_X\colon \langle X;S\rangle \to \langle X;S'\rangle$. See The Joy of Cats for a more detailed discussion http://katmat.math.uni-bremen.de/acc/acc.pdf