When you respond to a multi-select question in Vertical Change, your responses show in the Report Builder as text, separated by a comma.  See the example below:

What if you want to filter out people who only responded with the "third option"?  To do this, click on the filter icon and select "Display choices in separate columns".  

This is how that data will show when you select this choice and press "done".  Each response option will appear in a different column. 

At this point you would filter the "Third Option" column and select "Is not empty".  That will narrow down the rows to only those who responded with "third option" in the multi-select field.