This example demonstrates how to use a custom editor for the report's parameter to implement a multi-select parameter. The ASPxTokenBox control is used as a multi-select parameter editor.
The main idea of this approach is to use a report's parameter to pass a string that contains CategoryIDs separated by the '|' character to the report. Then on the report's DataSourceDemanded event handler the report's DataSource is populated based on the parameter value.
The ASPxDocumentViewer.CustomizeParameterEditors event handler is used to customize the report's parameter editor: Assign desired editor (ASPxEditBase class descendant) to the e.Editor property, and specify its Init event. Then use this Init event handler to initialize your custom parameter editor and bind it to the data.
See also:
DocumentViewer - How to customize a report parameter editor in MVC application