To create a drop-down list, we use select and option

<body>
  <form>
    <select>
      <!-- 1st option is the default selection  -->
      <option value="">Select a Course...</option>
      <option value="1">HTML</option>
      <option value="2">CSS</option>
      <option value="3">JavaScript</option>
    </select>
  </form>
</body>

If you want to select multiple option, add multiple inside select

<select multiple>
  <option value="1">HTML</option>
  <option value="2">CSS</option>
  <option value="3">JavaScript</option>
</select>

To categorize the options, use optgroup with label

<body>
  <form>
    <select>

      <optgroup label="Front-end Courses">
        <option value="1">HTML</option>
        <option value="2">CSS</option>
        <option value="3">JavaScript</option>
      </optgroup>

      <optgroup label="Back-end Courses">
        <option value="1">Node.js</option>
        <option value="2">Django</option>
        <option value="3">Database</option> 
      </optgroup>

    </select>
  </form>
</body>