Edited: Nov 14, 2017
How can I create MultiCheck filtering to Database grid ?
I'm not sure what you were referring. Please clarify and provide us with a site as an example so that we can better understand what you were trying to achieve.
I want the user to be able to highlight several options at the same time
And of course filter by several options at the same time
Currently, we don't have this kind of user input. You can post a feature request here.
As for filter by several option, you can check out the code here (filtering the table by field and location). If this is not what you were referring, please clarify what are the differences.