There is nothing build-in to create the drop-down for you, so you have to do it yourself. To get the needed information you can use get_post_types() to get the post types you want, set the $args parameter accordingly.
Additionally you can set the $ouput parameter to objects, if you need the data provided – it defaults to names and then you will just get those. Take a look at the get_post_type_object() to see how the returned objects are structured.
As for the dropdown, as I said, you have to build it yourself – this really isn’t WordPress specific, but a really simple PHP task. For the dropdown you’ll need the links to the different post type edit screens. They generally look like this:
http://site.ext/wp-admin/edit.php?post_type=posttypename
If you’re not sure how to build it, then perform a internet search, because how to construct a dropdown has certainly been the topic somewhere already.
