Filename globbing Windows vs. Unix
Not in the standard windows command shell (cmd.exe). It understands only the ? and * wildcards; no regular expressions.
Do you have the option of installing Cygwin, Windows Powershell, or another enhanced shell?
yes, you can. Not with a single command, but with a combination of FOR and IF. Try this to get you started...
setlocal enabledelayedexpansionfor %%a in (003?0) do ( set fn=%%a set fnl=!fn:~3,1! if .!fnl!==.5 ( echo !fn! ) if .!fnl!==.8 ( echo !fn! ))