You can use the in operator to check if one of the properties of the element in the collection that is being filtered was selected in the combobox, using the combobox SelectedItems property. For example, if you have a combobox with the following expression for the Items element:
["Produce", "Dairy", "Household Items", "Bakery", "Meats", "Pantry"]
And a data source (Products) with a column named "Department". If you want to show in a gallery the items for the selections, you can use this expression:
Filter(Products, Department in ComboboxDepartments.SelectedItems.Value)