Here are the simple instruction of how to add select options to a web dynpro ALV table. You first need to have created a Basic Web Dynpro ALV table, Once you have this you can follow the basic steps below to implement the select options.

Step 1 - Assign ALV Component usage
Within the Used Components tab of the web dynpro component, add a new component usage WDR_SELECT_OPTIONS and give it a usage name of your choice such as SELECT_OPTIONS. 
 

Step 2 - Add new UIElements to view 
Within the layout tab of your display view(VIEW1) you need to add two new elements a ViewContainerUIElement (SELECT_OPTIONS) and a Button (BUT_UPDATE) 
 

Step 3 - Enter button text 
Add some text to the button which will be display on the actual button 
 

Step 4 - Assign Action to button 
Within the events property of your newly created button, click on the create icon 
 

Step 5 - Create Action 
Give action a name(UPDATE) and description 
 
 

Step 6 - Embed the ALV SELECT OPTIONS into VIEW Container
Go to your main window where the view (VIEW1) has been embeded. Expand the view until you reach the VIEW Container SELECT_OPTIONS. Now right click on the View Container and select 'Embed View' 
 

Step 7 - choose view to embed
Click the drop down option of the 'View to Be Embedded' field and select the TABLE view of your ALV component usage (SELECT_OPTIONS). 
 
 

Step 8 - Add component Use to view 
Within the Properties tab of your View click on the create controller usage button and add the two entries releated to your ALV SELECT_OPTIONS component use (SELECT_OPTIONS). These have to be added one at a time. 
 

Step 9 - Create view attributes 
Within the attributes tab of your view create two attributes/fields with the following details 

M_HANDLER		IF_WD_SELECT_OPTIONS
M_WD_SELECT_OPTIONS	IWCI_WDR_SELECT_OPTIONS

  CONSTANTS: c_yes TYPE abap_bool VALUE 'X',
             c_no TYPE abap_bool VALUE ' '.

  DATA: lt_range_table TYPE REF TO data,
        rt_range_table TYPE REF TO data,
        read_only      TYPE abap_bool,
        type_name      TYPE string.

  DATA: l_ref_cmp_usage TYPE REF TO if_wd_component_usage.

* Set up selection area
  l_ref_cmp_usage = wd_this->wd_cpuse_select_options( ).
  IF l_ref_cmp_usage->has_active_component( ) IS INITIAL.
    l_ref_cmp_usage->create_component( ).
  ENDIF.

  wd_this->m_wd_select_options = wd_this->wd_cpifc_select_options( ).

  wd_this->m_handler = wd_this->m_wd_select_options->init_selection_screen( ).

  lt_range_table =
  wd_this->m_handler->create_range_table( i_typename = 'S_CARR_ID' ).

  wd_this->m_handler->add_selection_field( i_id = 'S_CARR_ID'
                                           it_result = lt_range_table
                                           i_read_only = abap_false ).

  wd_this->m_handler->set_global_options( i_display_btn_cancel = abap_false
                                          i_display_btn_check = abap_false
                                          i_display_btn_reset = abap_false
                                          i_display_btn_execute = abap_false ).

Step 11 - React to user input 
Now you need to add the following ABAP code to the ACTION you created earlier UPDATE, associated method will be called ONACTIONUPDATE. 

 DATA: node_flights TYPE REF TO if_wd_context_node,
        rt_carrid TYPE REF TO data,
        rt_connid TYPE REF TO data.

* create table based on context structure
  data: it_scarr type STANDARD TABLE OF if_view1=>element_ALV_TABLE,
        wa_scarr like line of it_scarr.

  FIELD-SYMBOLS:  TYPE table,
                  TYPE table.

  rt_carrid = wd_this->m_handler->get_range_table_of_sel_field(
  i_id = 'S_CARR_ID' ).
  ASSIGN rt_carrid->* TO .

*select data from required SAP table
  select *
    from scarr
    into table it_scarr
   WHERE carrid IN .

  node_flights = wd_context->get_child_node( name = 'ALV_TABLE' ).
  node_flights->bind_elements( it_scarr  ).

Step 12 - All done 
If you now execute the application it should look similar to this