We don't have an out of the box form control for a multi-select, but you can create one using the theme customization. You should start with a custom form field with a check box form control type because it supports multiple values.
As long as the serialized version of the form is valid and matches the data type you set in the field definition, it should work.
So, start with the checkbox list, and ensure that is functional, and then you can re-write that control or style it however you want in the themed template, or via JavaScript.