Hi Mauricio.
What you show on your screenshots is a <select>...</select> element. This element cannot work as a menu and should belong to the <form></form> element.
I think you should come up with another solution. Otherwise, you will need to create a form inside which this select will be and write the functionality on PHP, which will perform an action after sending this form.
Perhaps I'm mistaken, but judging by your other post, you are trying to create dashboard and try to find out how to create each individual element on its own. But this is not the right approach. First you need to create all the functionality in PHP and JS, and then take care of the appearance of individual elements.
If you do not have PHP/JS/HTML/CSS skills for you, this task will be impossible. And of course, you cannot do this in SPPB. SPPB is not intended for this. For this task you should create your own Joomla component from scratch