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Unlike other students, international students after completing their education in the US can look for job opportunities through on-campus placements or through professional websites or job hunting sites. Students can upload their resumes and be able to find an employer who can sponsor them to be eligible for an H-1B visa, which allows students to work in the USA. 
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Yes, international students have the permission to set up their startups in the US provided the work is not illegal. Plus its always better to work in other companies have a backup amount before starting your statrup so that you don't land in non man's land in case the startup fails.

After graduating with Masters in the US, apply for OPT. Then, receive the OPT card and find a job using OPT within 90 days of OPT start date. Also check out How to Get a Job in USA?

Being an F1 visa holder, international students can stay up to one year and can get temporary employment directly related to their major field of study. For this, they need to apply for Optional Practical Training (OPT) after the completion of their studies.

Yes. Students studying STEM courses are provided with an extension of 24 months. This means you can continue to stay in the US for three years after finishing your course.

International F1 visa students can work in the US after graduation by applying for the Optional Practical Training (OPT). They can work for up to 20 hours a week while studying in the USA. Also, the students can increase their part-time job hours by 40 hours a week during university holidays. Students are eligible to work both on campus and off-campus while studying at US universities. 

There are three US visas that are relevant from a student's perspective. F-1 student visa is provided to the students for their studies in a US college or university. J student visa is provided for an academic exchange program. M student visa is provided for a non-academic or vocational study or training. Each visa type is applicable for the type of course the applicant is applying for studying in the USA.