I don’t know if this widget will work in Mendix 8.5 and there is an End of Life notice for that widget. So there is no longer support on that widget.
But when you have this working you have to add the classes according to the screenshot.
Checkbox Selection Styling: Using styling only to indicate selection of a row with a checkboxes. Add the Following 'checkboxSelection' class to the Data view
And add the 'selectColumn' to the column where the checkbox needs to set.
Use the style sheet of the theme.
Hope this helps.