Display Multicolumn values in DropDownList

I have a requrement to create multicolumn dropdown list.
It must look exactly like the one given below


















I ran one query to imoplement this functionality in SQL Server Stored Procedure


SELECT (COALESCE(Column1,'') + ' | ' + COALESCE(Column2,'')) AS Column1s
                     FROM Table1
                    WHERE (COALESCE(Column1,'') + ' | ' + COALESCE(Column2,'')) != ''
         ...