GUI: can not select device from dropdown menu

If I remember correctly you must clean your drive first, make the share as usual and do the rights to whatever user. I'm just going from the top of my head here, but once all that is done, then you should see it. I'm not sure if you've done all the first steps, but wiping or cleaning a new drive is necessary before the drive can be used.

If you really do only have one disk, the one you installed OMV on, it can not be used this way. You must add another drive to share it or use it for user data.