You may make good use of the fact that the standard separators for items in flat FOR command (no /F option) are spaces, commas, semicolons and equal-signs:
@echo off
setlocal enabledelayedexpansion
echo Which would you like to use?
echo 1. Hello.txt
echo 2. Byebye.txt
echo 3. ThisIsText.txt
echo 4. MyBatchScript.txt
echo 5. All
:getOptions
set /p "op=Type the numbers of the names you want to use (separated by commas OR spaces): "
if "%op%" equ "" goto getOptions
if %op% equ 5 set op=1,2,3,4
for %%a in (%op%) do (
echo Process option %%a
call :option-%%a
)
goto :EOF
:option-1
echo 1. Hello.txt
exit /B
:option-2
echo 2. Byebye.txt
exit /B
:option-3
echo 3. ThisIsText.txt
exit /B
:option-4
echo 4. MyBatchScript.txt
exit /B