Okay, I found the solution incase anyone else is need to do the same thing.
function music_link_setting (){
$options = get_option('kw_theme_options');
wp_dropdown_pages(
array(
'name' => 'kw_theme_options[music_link]',
'echo' => 1,
'show_option_none' => __( '— Select —' ),
'option_none_value' => '0',
'selected' => $options['music_link']
)
);
}