Hey based on your requirement you can change the below code
Drop a Place holder where u want the checkbox to appear ,
Set Autopostback property of dropdown =true
and then add the below code (for sample only) to you selectedindex changed event
protected void DropDownList2_SelectedIndexChanged(object sender, EventArgs e)
{
CheckBox chk = new CheckBox();
chk.Checked = false;
chk.Text = DropDownList2.SelectedItem.Text;
PlaceHolder1.Controls.Add(chk);
}