Website Programming Question

Hello All,

I had a question pertinent to website design. On the website www.sharenotes.com on the right hand side there is a drop down menu with various possible options that connect to a database full of notes. I was wondering how to code this type of drop-down box that is filled with information stored in a database. For example, if I want to create a drop down box of all the classes I have notes for-- how would I do that?

Thank you,
Evan.