If you're trying to create a form, this will help you.
https://community.marketo.com/MarketoArticle?id=kA050000000LH9gCAG
Essentially, you just drag the field over to the form and then define the field value options. MKTO doesn't assume that you want to use all of the values from the picklist, but if you do, and it's a long list of values, e.g., industries, it's super easy to copy the "printable version" of the picklist into MKTO's form. click save and MKTO will automatically write the code for making the seen version match with the unseen version, as it were.
Hope this helps!
Lynn