You can't. This is not a feature that's available to you with custom dialogs.
You can, however, use New Window to pop up a new window sized to be a small dialog box. Since this approach allows you to select a layout for this window, you now have all the same layout options you would for any other FileMaker layout--including value lists for your data entry fields. The downside is that you have to put in place additional scripting to keep the window from disappearing behind the original window should the user click on the "background" and to handle window resize issues on windows system if the database is in a windows "maximized" state and also if there is any chance that your windows user might select the "enlarge contents to improve readability" option.
My Known Bugs List database uses several such "new window based Dialogs" so you can download it and take it apart for an "under the hood" look at things. Just be careful when you first test your own scripts as they use an infinite loop with user aborts disabled to keep the window to the front. It's a good idea to test your scripts without user aborts disabled before enabling/adding that step to make sure that you don't trap yourself in an infinite loop that is difficult or impossible to get out of without force quitting FileMaker.
This database also uses a custom menu to enable the close control in the corner of this window. You can get this method to work without using a custom menu, but then the close control remains disabled and you have to add a cancel button to close the window and halt the paused infinite loop to every such window's layout.