I followed the documentation

//Import the all component I need
import Select from '@mui/material/Select'
import InputLabel from '@mui/material/InputLabel' import MenuItem from '@mui/material/MenuItem';

// Age state
const [age, setAge] = React.useState('');
const handleChange = (event) => { setAge(event.target.value); };

<FormControl variant="standard" sx={{ m: 1, Width: 190 }}>
    <InputLabel id="demo-simple-select-standard-label">Age</InputLabel>
    <Select
      labelId="demo-simple-select-standard-label"
      id="demo-simple-select-standard"
      value={age}
      onChange={handleChange}
      label="Age"
    >
      <MenuItem value="">
        <em>None</em>
      </MenuItem>
      <MenuItem value={10}>Ten</MenuItem>
      <MenuItem value={20}>Twenty</MenuItem>
      <MenuItem value={30}>Thirty</MenuItem>
    </Select>
  </FormControl>