How to set up multiple phone numbers under text messages send/receive option

You can only assign 1 single phone number for sending SMS text messages (or iMessages), that of the SIM that is currently inserted. You can assign any number of email address IDs that can be used for sender or recipient addresses. You may be able to use an SMS forwarding system to allow receiving of message to multiple numbers, but you will only be able to reply from your own SIM number.

As a tangent, in the yet-to-be-released Yosemite version of OSX, it can pair to a phone and send text messages on behalf of it directly from the desktop. Potentially it could pair to multiple phones to essentially have multiple sender IDs expressed as phone numbers, but that's not really what you are asking for and I include it only for observations sake.