In case the requirement is only to have a dropdown box, then there is
no need for VBA code.
Go to DATA menu
Select VALIDATION
In the ALLOW dropdown box, select LIST
Enter values separated by commas in the SOURCE box(e.g)a,b,c
Click OK

This holds goods provided you are the user who share the workbook and
the aim of the dropdown box is just to select a value.In case you want
to add another dropdown box, remove share wrokbook facility, make your
changes and then share it agian.

In case of VBA code in a shared workbook, you cannot use the visual
basic editor in your workbook is shared.

Shared workbook is for only entering data by different users. It is
suggested to restrict programming in these books.

If you have a resource where Visual basic code could be written in a
shared workbook while sharing, kindly mail me