The commandline interpreter does indeed have a FOR construct that you can use from the command prompt or from within a batch file.
For your purpose, you probably want something like:
FOR %i IN (*.ext) DO my-function %i
Which will result in the name of each file with extension *.ext in the current directory being passed to my-function (which could, for example, be another .bat file).
The (*.ext) part is the “filespec”, and is pretty flexible with how you specify sets of files. For example, you could do:
FOR %i IN (C:\Some\Other\Dir\*.ext) DO my-function %i
To perform an operation in a different directory.
There are scores of options for the filespec and FOR in general. See
HELP FOR
from the command prompt for more information.