set command has /p option that tells it to read a value from standard input. Unfortunately, it does not support piping into it, but it supports reading a value from a first line of existing file.
So, to set your variable to the name of a first *.txt file, you could do the following:
dir /b *.txt > filename.tmp
set /p file=< filename.tmp
del /q filename.tmp
It is important not to add a space before or even after =.
P. S. No fors, no tokens.
