Briefly photographing the setting sun is very unlikely to damage your sensor. In normal shooting, it generally takes much longer than a typical photographic exposure to cause damage, and your eyes are at greater immediate risk than the camera.

Including the sun in photos—especially at sunrise or sunset—is common and seldom causes problems. The bigger risks come from unusual situations such as leaving the camera pointed at the sun for extended periods, transporting it while sunlight is focused through the lens, or doing prolonged solar/eclipsed-sun imaging where harmful energy can still be intense.

Extended live-view/composition time can also be a concern, especially for mirrorless cameras, and in some cases shutter or aperture blades may be at risk too. If your sensor had been damaged, you would likely already see obvious signs in your images.

So: a brief shot at sunset is usually fine; avoid leaving the camera aimed at the sun for long periods, and protect your own eyes first.