Q:

How can I insert an PHP array into HTML dropdown? 

The function  get_post_types( '', 'names' ) returns an array containing the names of post types. 
<? php

$post_types = get_post_types( '', 'names' ); 

foreach ( $post_types as $post_type ) {

   echo '<p>' .  $post_type . ' </p>';
}

? >

A:

An HTML drop down is created using the <select> tags with inner <option> tags. 
You can iterate through the array and print <option> tags. 
E.g.
$post_types = get_post_types('', 'names');

echo "<select>";

foreach($post_types as $post_type) {
    echo "<option value='{$post_type}'>{$post_type}</option>";
}

echo "</select>";

