There was a "drop-down filter" and "drop-down sort" add on. It looks like this has been replaced with a more comprehensive List View control widget. (https://appstore.home.mendix.com/link/app/105694/)
The documentation has guides for each feature it contains.
The easiest way would to just use the standard search fields in a datagrid. You can also use the search fields in a template grid if you want to create a more styled list. But regarding having some drop down filters for a list view, I think there are some widgets in the app store that you may be able to leverage. I tried to get the links to them but the app store is giving me an error.