Use a checkbox group.
Hold down shift or control while making choices from a pop-up menu. (Not my preference as you can't see the multiple choices selected when you exit the field, but it does work.)
Unfortunately, the multiple selection feature for a pop-up menu was discontinued for Mac users with the advent of FM 12.
The only way to currently do this on a Mac is by using checkboxes.
Shame that FM decided to do away with this feature for one specific platform.