You can read all items either from any config file or type it inline.
Considering if its saved in Config File
// Read all list items from config file
string[] countryDV = ConfigurationManager.AppSettings["countryDV"].Split(',').Select(s => s.Trim().ToUpper()).ToArray();
int DVRowLimit = (Int16.MaxValue);
CellRangeAddressList countryDVAddList = new CellRangeAddressList(1, DVRowLimit, 0, 0);
dvConstraint = (XSSFDataValidationConstraint)validationHelper.CreateExplicitListConstraint(countryDV);
// In case of Inline list values
// use this approach: dvConstraint = (XSSFDataValidationConstraint)validationHelper.CreateExplicitListConstraint(new string[] { "USA", "CANADA"});
dataValidation = (XSSFDataValidation)validationHelper.CreateValidation(dvConstraint, countryDVAddList);
dataValidation.ShowErrorBox = true;
dataValidation.SuppressDropDownArrow = true;
dataValidation.ErrorStyle = 0;
dataValidation.CreateErrorBox("InvalidValue", "Select Valid country.");
dataValidation.ShowErrorBox = true;
dataValidation.CreatePromptBox("country Data Validation", "Enter country.");
dataValidation.ShowPromptBox = true;
sheet.AddValidationData(dataValidation);