How to display check box when drop down select item

Do you mean you want checkbox within dropdown part of the combo box? WinForms? ASP? MVC? WPF? You'll have to be much clearer.

We can't reqd your mind, or your screen ! Display what CheckBox ? Where ? A different CheckBox displayed for each ComboBox Item ?

Ditto on prior comments. You can always override a drop-down or combo-box (super-class it) and add your own custom component to it. I did this with a list box control - its fairly simple. Just create a class, and inherit the control type you want to add the functionality to.