Just to be on the same page, the Chosen library is a jQuery tool which improves your select lists. So, if you have long, unwieldy select boxes they will become much more user-friendly.
In order to set that up on your Drupal website, just download and install the chosen module (https://www.drupal.org/project/chosen). As soon as that's done, head over to the configuration page which is found in the admin menu, Configuration -> User Interface -> Chosen. Once there, I like to set the following settings: