It is common in the programming world to introduce a new feature to a few users (also known as Beta testers) to get feedback and hopefully work out any issues before introducing to a wider audience. I believe the list picker falls into this category since I have seen it on a recent Thunkable live stream and I currently cannot access it.
So there is no way for you or I to access the picker/dropdown component at this time. But this does mean the feature should be released soon! So the question is when?