Also, the previous link has an example of how to do it. Only to let you know, the dropdown list will only available into the options panel of the activity, if you want to display the dropdown list into the design panel you have to perform additional steps, you can check that into the @DhirajDahiwad response. In my personal opinion its too much work to do, and its not an great added value, but its up to you.
Let us know how is it going with your custom activity, this forum helps a lot