If you use a combo box from the control toolbox, you can set its
autocomplete property to true:
On the control toolbox, click the Design Mode button
Select the combo box
On the control toolbox, click the Properties button
Set the MatchEntry property to: fmMatchEntryComplete
If the dropdown is from data validation, it doesn't support
autocomplete. However, there's a sample file here that provides a
combobox from which you can select one of the values from the data
validation list. In the combobox, you can enable autocomplete:
http://www.contextures.com/excelfiles.html
Under 'Data Validation', look for 'Data Validation Combobox'
