This is just about scope :)

setData.js

setData = data => {
  console.log('setData', data)
  this.setState({ test: data })
}

getData = () => {
  const setData = this.setData
  
  Axios
    .get('...')
    .then(function(result) {
      console.log('getData', result)
      setData(result)
    })
}

// OR SIMPLER

getData = () => {
  Axios
    .get('...')
    .then( result => {
      console.log('getData', result)
      this.setData(result)
    })
}

// OR BETTER

getData = () => {
  Axios
    .get('...')
    .then( this.setData )
}

// Another method
getData = () => {
  let _this = this
  Axios
    .get('...')
    .then( result => {
       this.setState({ test: result })
    })
}