Well first you need to get the data from the database using some kind of datasource connection. Then you can write some html to the browser to populate the combo box with a for loop.
// connect to database
Connection conn = ...// get conncetion, don't remember, sorry, you'll have to look that up
Statement stmt = new Statement(conn);
ResultSet rs = conn.executeQuery("SELECT * FROM someTable");
out.print("\ <option>" + rs.getString("column1") + "</option>\
"); // where column1 is the column in the database table
This has to be with an existing html form. I'm assuming you know how to deal with that, if not, just ask and I can give you some info on that.