You need to do this in a loop, there is no built-in operation to remove a number of indexes at once.
Your example is actually a contiguous sequence of indexes, so you can do this:
del my_list[2:6]
which removes the slice starting at 2 and ending just before 6.
It isn’t clear from your question whether in general you need to remove an arbitrary collection of indexes, or if it will always be a contiguous sequence.
If you have an arbitrary collection of indexes, then:
indexes = [2, 3, 5]
for index in sorted(indexes, reverse=True):
del my_list[index]
Note that you need to delete them in reverse order so that you don’t throw off the subsequent indexes.