If the indexes are consecutive like in your example, you can use this:
NSIndexSet *indexSet = [NSIndexSet indexSetWithIndexesInRange:NSMakeRange(1, 3)];
If not, create a mutable index set and add the indexes (or ranges) one by one:
NSMutableIndexSet *indexSet = [NSMutableIndexSet indexSet];
[indexSet addIndex:3];
[indexSet addIndex:5];
[indexSet addIndex:8];