Answer:
To transfer several elements, you have to create a field (array) in VBA first:
Dim nodes(0 to 2) as RFEM5.Node
Then, you can use the method IModelData.SetNodes() to transfer all nodes to the field (here, three elements 0,1,2) at once.
These methods are also available for the following structural elements; for example:
IModelData.SetLines()
IModelData.SetMembers()
IModelData.SetSurfaces()