How to use a set of strings in a WHERE statement of SQL?

WHERE ID=2,3,4 and WHERE ID='2,3,4' are invalid syntax for SQL.

Looks like you can use IN (Transact-SQL) on your situation.

Determines whether a specified value matches any value in a subquery or a list.

SELECT FROM student WHERE ID IN (2, 3, 4)

Also you might take a look Jeff's question Parameterize an SQL IN clause

If you are passing @ID as a variable with comma separated list of ids, WHERE IN (@ID) will not work.

I think best thing would be to use a Table Valued function to split them first and then query the table. Please check here for a Split() function.

Usage:

SELECT * FROM STUDENT 
WHERE ID IN (
              SELECT items FROM dbo.Split(@ID, ',') --Split function here
            )

If you want to fitler multiple values in Select, you should use "in ()":

SELECT * FROM student WHERE ID in (2,3,4)
OR
SELECT * FROM student WHERE ID between 2 and 4
OR
SELECT * FROM student WHERE ID = 2  OR ID = 3 OR ID = 4 

In this case take the first one. The last one is very slow and not recommended in this scenario.

Please check this out

Select * from Student where Id IN ('2','3','4')

and check this out

Select Username from Student where ID IN ' + '('+ @Id +')'
 where @Id=2,3,4

Select * from Student where Id='2'
union all
Select * from Student where Id='3'
union all
Select * from Student where Id='4'

Based on your comment below, you don't want to convert ID to an int. Instead, use LIKE to compare:

SELECT * from STUDENT
WHERE ', '+@ID+', ' LIKE ', '+CAST(ID as NVARCHAR(255)) + ', ';

However, the query will not be indexed. If you want the query to be indexed, then use dynamic SQL:

DECLARE @query NVARCHAR(max) = 'SELECT * FROM STUDENT WHERE ID IN ('+ @ID +')';
EXEC sp_executesql @query;

Since you are using Stored Procedure, that also has only equality compare i.e. id = 1, so either you have too execute three queries by splitting the input by comma separated values.

OR you can add a new procedure with a custom function to server with the SQL

CREATE FUNCTION dbo.myparameter_to_list (@parameter VARCHAR(500)) returns @myOutput TABLE (mytempVal VARCHAR(40))
AS  
begin
     DECLARE @TempTable table
          (
          mytempVal VARCHAR(40)
          )

     DECLARE @MySplittedValue varchar(40), @PositionOfComma int

     SET @par = LTRIM(RTRIM(@parameter))+ ','
     SET @PositionOfComma = CHARINDEX(',', @parameter, 1)

     IF REPLACE(@parameter, ',', '') <> ''
     BEGIN
          WHILE @PositionOfComma > 0
          BEGIN
               SET @MySplittedValue = LTRIM(RTRIM(LEFT(@par, @PositionOfComma - 1)))
               IF @MySplittedValue <> ''
               BEGIN
                    INSERT INTO @TempTable (mytempVal) VALUES (@MySplittedValue) --Use conversion if needed
               END
               SET @par = RIGHT(@par, LEN(@par) - @PositionOfComma)
               SET @PositionOfComma = CHARINDEX(',', @par, 1)

          END
     END    
     INSERT @myOutput
     SELECT mytempVal 
        FROM @TempTable
     RETURN
END       

In your stored procedure you would use it like this:

Create Procedure StudentSelectFromSet 
@Ids VARCHAR(MAX)
AS
SELECT * FROM student Stud
WHERE Stud.Id IN(SELECT value FROM dbo.myparameter_to_list (@Ids))

and then execute this new procedure as you were accessing earlier.