Вам нужно использовать DataValidation
.
Попробуйте этот код
public static void main(String[] args) throws IOException {
DataValidation dataValidation = null;
DataValidationConstraint constraint = null;
DataValidationHelper validationHelper = null;
XSSFWorkbook wb = new XSSFWorkbook();
XSSFSheet sheet = (XSSFSheet) wb.createSheet("sheet");
validationHelper = new XSSFDataValidationHelper(sheet);
CellRangeAddressList addressList = new CellRangeAddressList(0, 0, 0, 0);
constraint = validationHelper.createExplicitListConstraint(new String[]{"YES", "NO", "MAYBE"});
dataValidation = validationHelper.createValidation(constraint, addressList);
dataValidation.setSuppressDropDownArrow(true);
sheet1.addValidationData(dataValidation);
FileOutputStream fileOut = new FileOutputStream(/* your path file */);
wb.write(fileOut);
fileOut.close();
}