In WebDynpro, there isn't a select-option like there is in ABAP Selection Screen programming. Unfortunately SAP's WebDynpro demos refer to UI elements where you make a selection (such as checkboxes, dropdowns, etc.) as "Select Options" (look for webdynpro components named like DEMO_SELOPT_*). So it's very confusing. I'm pretty sure OP is asking about dropdowns, and not Selection Screen select-options.
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