Adrian,
If using the Genero Browser Client, when you use a COMBOBOX in a CONSTRUCT it will allow you to make multiple selections, and this will pass back to the where clause as value1|value2|value3 etc.
Otherwise typical method to do what you want is to use a BUTTONEDIT in conjunction with a zoom/query/lookup window that either has a DISPLAY ARRAY with multi row selection enabled, or to use an INPUT ARRAY with a CHECKBOX in the first column.
Reuben