Yes, you can.
Depending on what type of listbox it is and where it's located, the instructions
to modify the settings would be different.
If it's a listbox from the Forms toobar placed on the sheet, then rightclick on
it and choose Format Control, then Control tab and choose Multi.
If it's a listbox from the Control toolbox toolbar placed on a worksheet, then
rightclick on it (while in design mode) and choose properties.
Then look for the .Multiselect property and choose 1- fmMultiSelectMulti.
If it's a listbox on a userform, then show the properties and look for the
..multiselect property (like the listbox from the control toolbox toolbar on a
worksheet).
All of this could be set via code, too.
Be aware that you don't get a linked cell for a listbox with multiselect.
You'll need some code to get the chosen items.
If you need help with that, you'll have to share the type of listbox and where
it is -- and what you want to do with the selected items.