this kind of question is easier to answer if we know a bit more on what you are trying to achieve. So how does your domain model look, what USER functionality are you trying to achieve?
Multiple selection are usually related to having a reference-set in your domainmodel for example. In which case you add the reference set selector (or one of the related app-store widgets) to make the selections.
To make a reference selector work your domain model needs to be set up correctly, as you have not show us that, it is hard to tell why it does not work!
I do not think this is possible with default Mendix. In the default Mendix search fields it is possible to do a multiselect in a dropdown searchfield, however i've not been able to do it with the dropdown or reference selector widgets.
Maybe there's a widget in the appstore, otherwise you should try your luck with the 'reference set selector'.
Not able to do it with "Reference set selector", Was trying to use "Bootstrap Multi Select" but it seems- it is not compatible wioth my version of business modeler. Can someone suggest multiselect add-on which will work on business modeler version 6.3.1, please?