There's a way to make an Excel cell kind of a dropdown selection box. You would just go to Data->Validation with a cell or a range of cell selected, select list as the data type and specify the list of values.
I would like the dropdown be a multi value select, kind of a multi value lookup. I suppose there's no built in support for that, but there may be some third party solutions utilizing the macro capabilities. Googling gave me an example of such a macro but it is far from the experience of a real multi value lookup when you just mark the selected items with check boxes to the left or select the values in a kind of a popup window. (You would select the items needed from a single-value dopdown ny sequentially selecting each item and the macro would populate an adjacent range of cells with the selected values, putting every value in a new cell).
What's is the most native looking way to make a multi-selection cell in Excel?