You can use something like webform_select_options_info, or The [webform views sandbox][1], or you can modify the approach here in your own module [Sample Request][2]

This approach means writing a little custom module. Webform_select_options_info() basically just takes an array of what ever you want them to be able to select multiple options of. the Approach in the second link uses a view for formatting, but you can spin off to your needs there.

  [1]: https://www.drupal.org/sandbox/mrconnerton/1373760
  [2]: http://drupalsteve.com/node/57