Drupal 8/9/10 Ajax form example when select box changed and multiple options can be selected. Displays a new form element for each selected option.

TesterForm.php

<?php

namespace Drupal\tester\Form;

use Drupal\Core\Form\ConfigFormBase;
use Drupal\Core\Form\FormStateInterface;
use Drupal\Core\State\State;
use Symfony\Component\DependencyInjection\ContainerInterface;
use Drupal\Core\Config\ConfigFactoryInterface;
use Drupal\Core\Messenger\MessengerInterface;

/**
 * Class for config form.
 */
class TesterForm extends ConfigFormBase {
  /**
   * For use the Drupal state api.
   *
   * @var \Drupal\Core\State\State
   */
  protected $state;

  /**
   * The Messenger service.
   *
   * @var \Drupal\Core\Messenger\MessengerInterface
   */
  protected $messenger;

  /**
   * Constructor method.
   *
   * @param \Drupal\Core\Config\ConfigFactoryInterface $config_factory
   *   The interface for Config Factory.
   * @param \Drupal\Core\State\State $state
   *   The object State.
   * @param \Drupal\Core\Messenger\MessengerInterface $messenger
   *   The messenger object.
   */
  public function __construct(
    ConfigFactoryInterface $config_factory,
    State $state,
    MessengerInterface $messenger
    ) {
    parent::__construct($config_factory);

    $this->state = $state;
    $this->messenger = $messenger;
  }

  /**
   * {@inheritdoc}
   */
  public static function create(ContainerInterface $container) {
    return new static(
      $container->get('config.factory'),
      $container->get('state'),
      $container->get('messenger')
    );
  }

  /**
   * Get Form Id Method.
   */
  public function getFormId() {
    return 'tester_form';

  }

  /**
   * Get Editable Config Names Method.
   */
  public function getEditableConfigNames() {
    return [
      'tester.settings',
    ];
  }

  /**
   * Build Form method.
   */
  public function buildForm(array $form, FormStateInterface $form_state) {
    $form['box'] = [
      '#type' => 'fieldset',
      '#title' => '* ___ *',
    ];

    // Get the form values and raw input (unvalidated values).
    $values = $form_state->getValues();
    $ajax_wrapper = 'change-by-ajax-box';

    $options = [1 => 'Hola', 2 => 'amigos', 3 => 'de', 4 => 'youtube'];

    $form['box']['selection'] = [
      '#type' => 'select',
      '#title' => 'Seleccionar algo',
      '#options' => $options,
      '#multiple' => TRUE,
      '#ajax' => [
        'callback'  => [$this, 'mySelectChange'],
        'event'     => 'change',
        'wrapper'   => $ajax_wrapper,
      ],
    ];
    $form['box']['change'] = [
      '#type' => 'container',
      '#attributes' => [
        'id' => $ajax_wrapper,
      ],
    ];

    // ONLY LOADED IN AJAX RESPONSE OR IF FORM STATE VALUES POPULATED.
    if (!empty($values) && !empty($values['selection'])) {
      foreach ($values['selection'] as $key => $value) {

        $form['box']['change'][$key] = [
          '#type' => 'select',
          '#options' => ['si', 'no', 'nose'],
          '#title' => $options[$key],
        ];
      }
      $form['box']['change']['msg'] = [
        '#markup' => 'The current select value is ' . implode(' ', $values['selection']),
      ];
    }
    elseif (isset($form['box']['change']['msg'])) {
      unset($form['box']['change']['msg']);
    }

    $form['#attached']['library'][] = 'tester/tester_lib';

    return $form;
  }

  /**
   * Form submit.
   *
   * { @inheritDoc }
   */
  public function submitForm(array &$form, FormStateInterface $form_state) {

    $lol = 'Un juego malardo';
    return parent::submitForm($form, $form_state);
  }

  /**
   * Form validate.
   *
   * { @inheritDoc }
   */
  public function validateForm(array &$form, FormStateInterface $form_state) {

  }

  /**
   * Undocumented function
   *
   * @param array $form
   * @param FormStateInterface $form_state
   * @return void
   */
  public function mySelectChange(array &$form, FormStateInterface $form_state) {
    return $form['box']['change'];
  }

}