The where clause changes when doing more of an IN statement. It would be Where $X{IN,field_name, parameter} but the Parameter Class needs to be a java.util.Collection. Defaults can be assigned there as well.
This is one I use:
Where $X{IN,agent_name,agent_namelist}
agent_name is my table column and agent_namelist is the parameter I use as a collection for the in statement.
Then for the multi select statement on jasperserver I just use Select Distince agent_name from table order by agent_name
You have to make sure that the parameter name used in the report is the exact same as the input control name and it should work. I just changed to jasperserver a few months ago from SSRS for 10 years. There is a little learning cliff but it seems to do everything I did in SSRS.