Hello,
Following steps resolved your query easily.
Open word document.
Select Visual Basic from View >> Toolbars.
You will see a VB tool bar.and a Control Toolbox in the left side (If not click on the VB tool bar to activate). Use it as required.
Place the cursor in the form where you want the multi-selection list and then go to the Controls Task Pane (View > Design Tasks > Controls).
Under the Repeating and Optional section, click Multiple-Selection List Box.
Configure the multi-select list box as you would a standard List Box. If you want to give users the ability to enter their own values, be sure to select Allow users to enter custom values.
FYI
To specify the control properties, do the following:
In the Input range box, enter a cell reference to a range that contains the values to display in the list box.
In the Cell link box, enter a cell reference that contains the list box selection.
Under Selection type, specify how items can be selected in the list box by doing one of the following:
To create a single-selection list box, click Single.
To create a multiple-selection list box, click Multi.
To create an extended-selection list box, click Extend.