The built-in header filters don’t support multi-select.
There doesn’t appear to be any way in the API to filter a given column on more than one value using OR logic, which is needed for a multi-select pulldown filter.
Am I missing it here?
Built-in filters are grouped by AND logic in such a way that if the you create filters for 3 columns, the data will be shown only if it is accepted by all 3 sorting criteria
To filter by OR logic you may use a custom filter and a filterBy () method with function as a second parameter.
http://docs.dhtmlx.com/doku.php?id=dhtmlxgrid:api_method_dhtmlxgridobject_filterby
http://docs.dhtmlx.com/doku.php?id=dhtmlxgrid:header_extra#plain_html_in_headers_footers