What to set to make a Instantiated prefab a collider to trigger and event?

Does the prefab already have a collider? If so you just need to mark the collider as a trigger. Then in a script on that same object you can use "OnTriggerEnter()", "OnTriggerStay()" and "OnTriggerExit()" for any functionality when something enters the trigger. If you want to add the collider to a particular instance of a prefab at run-time you can use the AddComponent function and set the collider as a trigger. E.g:

 class Example : MonoBehaviour
 {
 public GameObject prefab;
 void Awake()
 {
    SphereCollider sphere = prefab.AddComponent<SphereCollider>();
    sphere.isTrigger = true;
 }
 
 void OnTriggerEnter(Collider other)
 {
    // do something
 }

}

AddComponent function: http://docs.unity3d.com/Documentation/ScriptReference/GameObject.AddComponent.html