Drop down menu with check boxes

How do you create a drop down list with check boxes next to items in the list???

I know you can create a drop down using this format

<option value=“Joe Client”>Joe Client</option>
<option value=“client list”>Andrew Denny</option>
<option value=“Employees”>Chris Franks</option>

<option value=“Mary Client”>Ben Grossman</option>

AND a check boxes doing this, but how do I combine the two? Is it that complex?

<input type=“checkbox” name=“vehicle” value=“Bike”>I have a bike<br>
<input type=“checkbox” name=“vehicle” value=“Car”>I have a car

I’m thinking that I’m going to have to use jQuery for this? That’s the vibe that I’m getting from what I’ve read so far?