This is how I might go about it. Hope it gives you the right idea.
Const directoryPath As String = "C:\\test" ' The directory to look in
Dim desiredFiles As New List(Of String) ' List of files we're looking for
With desiredFiles ' Note I didn't use file extensions. Change that if you'd like.
.Add("File1") ' but you'll need to tweak the code below if you do.
.Add("File2")
End With
' METHOD 1
' Create a DirectoryInfo object for the desired directory
' to look in.
Dim info As New IO.DirectoryInfo(directoryPath)
' Get all the \*.doc files in the directory
For Each file As IO.FileInfo In info.GetFiles("\*.doc")
' The contains method is case sensitive. If you want a case-insentive
' search you can add the desired file names in all lower or uppercase and then use the
' ToLower or ToUpper methods on the file name
If desiredFiles.Contains(IO.Path.GetFileNameWithoutExtension(file.Name)) Then
' The file name was found in our list
MsgBox("Directory contained file: " & file.Name)
End If
Next
' METHOD 2
For Each file As String In desiredFiles
If IO.File.Exists(IO.Path.Combine(directoryPath, file & ".doc")) Then
MsgBox("Directory contained file: " & file)
End If
Next