You'll need a command button which you'll click when you're satisfied with your selections. Code for the OnClick event could begin something like this:
Private Sub Command4_Click()
Dim Q As QueryDef, db As Database
Dim Criteria As String, strSQL as String
Dim ctl As Control
Dim Itm As Variant
' Build a list of the selections.
Set ctl = Me![List0]
'the following routine builds a comma-delimited string of items selected, e.g., if SSN is the bound column,
'Criteria might end up looking like this: "122321312, 333333333, 333333332"
For Each Itm In ctl.ItemsSelected
If Len(Criteria) = 0 Then
Criteria = ctl.ItemData(Itm)
Else
Criteria = Criteria & ", " & ctl.ItemData(Itm)
End If
Next Itm