Do you mean that you want to store in the FirstName column something like this:
FirstName1,FirstName2,FirstName3,FirstName4,...
(in which case you'd set your FirstName column to be the
string created by appending FirstName1 + "," + FirstName2 +"," - the db doesn't care what you really put in the column if it's a text field with sufficient length)
Or do you mean that you want to write a query like this:
SELECT * FROM TableX Where FirstName Like "FirstName1" OR FirstName Like "FirstName2" OR . . .
(also could be written like
SELECT * FROM TableX where FirstName In ("FirstName1", "FirstName2", "FirstName3". . .) - but then you need a precise text match, instead of the ability to do a LIKE query).