Paste the code bellow in a CATScript and run the CATScript in an active CATPart (not inside a CATProduct).
Sub CATMain()
Dim partDocument1 As PartDocument
Set partDocument1 = CATIA.ActiveDocument
Dim part1 As Part
Set part1 = partDocument1.Part
Dim hybridBodies1 As HybridBodies
Set hybridBodies1 = part1.HybridBodies
Dim hybridBody1 As HybridBody
Set hybridBody1 = hybridBodies1.Add()
hybridBody1.Name = "Faces"
Dim hybridBodies2 As HybridBodies
Set hybridBodies2 = part1.HybridBodies
Dim hybridBody2 As HybridBody
Set hybridBody2 = hybridBodies2.Add()
hybridBody2.Name = "Edges"
Dim hybridBodies3 As HybridBodies
Set hybridBodies3 = part1.HybridBodies
Dim hybridBody3 As HybridBody
Set hybridBody3 = hybridBodies3.Add()
hybridBody3.Name = "Vertices"
part1.Update
End Sub
This macro is creating only new Geometrical Sets, what you want is a little bit more elaborated. Basically it can be done using selection method.
For the time being I'm in my summer vacation, so I cannot help you anymore.
Regards
Fernando