How to dynamically create option with Checkbox in html Select control?

How to dynamically create option with Checkbox in html Select control?

Hi All,

Fruits (Column Name)
Apple
Orange
Mango

I have a HTML select control. I am reading some data from database. Here for example I am reading Fruits which is having 3 value so it should create 3 Options with checkbox in Select Control.below is just example I want the same. When I select the any checkbox then it should show alert message which one is selected.for example in below pic if I select second checkbox then alert will be Second Checkbox selected.
Please I want to create same but  DYNAMICALLY.
Problem is I am not able to create option with checkbox dynamically. Thank you so much.
Note:- Need to create dynamically. Number of option is not fixed it may vary and get the selected value on checkbox is checked.