You cannot directly use a multi-select list box like that in a query.

You will need to loop through the ItemsSelected collection of the listbox.
It is possible to write a function that accepts the field value and the list
box and returns True/False as to whether it was found, and use this function
in the WHERE clause of a query.

However, it's probably easier to build a Filter for your form or report from
the ItemsSelected. Here's an example of how to do that:
   Use a multi-select list box to filter a report
at:
   http://allenbrowne.com/ser-50.html