Yes it is possible:
Sub ScratchMacro()
Dim i As Long
For i = 1 To 7
 Select Case i
   Case Is = 1, 2, 5, 6, 7
     MsgBox "Bob's your uncle"
     'Do Nothing
 End Select
Next i
End Sub

It's possible, but not with that kind of syntax. There's a Step option in
the For syntax, but that affects every iteration. Instead, place the
contents of the loop in an If...Then clause like this:

Dim i as integer
For i = 1 to 7
If (i <> 3) And (i <> 4) Then
  Set tbl = ActiveDocument.Tables(i)

  If tbl.Rows(1) etc. then
     'do stuff
  End If
End If
Next i

Another possibility, when you have more than just a few items to skip over,
is to use a Select Case clause.