If you love something, set it free
This is something that Santiago has done. He fell in love with Fatima, and he let it free. This is basically saying that when you love something, showing that you love it will be the best way to love it. Another thing that kind of shows something like this, is his personal legend. If it is his personal legend the treasure or the goal must be something he loves, or can get something that he loves (like money of some kind). That means his personal legened is a journey to get something that he loves/ can get something that he loves. He realized that he loved Fatima from the first time that he saw her. After a while he set that love free, telling her that he loved her. It is also in a way, if that love wants to do or go somewhere, you should let it, or "set it free". This is something that Fatima did, and she let him go on his journey for his personal legend, in hopes that one day he would come back to her. Something that Fatima said was, "From that day on, it was the desert that would be important. She would look to it every day, and would try to guess which star the boy was following in search of his treasure." This shows, that she set her love free, and is hopeful that he will come back someday.