How can I select multiple entries from drop down menus in SharePoint list? at the moment I can only select one options. I don't want to change to Checkboxes or radio buttons. Regards
"I don't want to change to Checkboxes or radio button." You may not have the luxury to be granted that decision.
First, you need to make sure that the column is configured to allow multiple selections. If you use a dropdown based on a Choice column or a Lookup column, that is an easy fix. Just tick the box in the column definition.
The user interface for multiple selections depends on your version of SharePoint. SharePoint Online with the modern interface allows multiple selections in a dropdown interface. But in older versions of SharePoint, the check boxes will be your only option to use a multi-selection field.
Radio buttons are by definition used for single choice only. Always.
Mostly like teylyn said, it is a by-design feature to display the multi value choice column as a check box or dropdown menu. We cannot customize it. In SharePoint Online modern experience, it will be and can only be like below.
If you do not like it, you can customize the list form in Power Apps with some development work.