I think the answer may be easier to understand like this:
$('#empid').on('click',function() {
alert($(this).val());
console.log($(this).val());
});
<script src="https://ajax.googleapis.com/ajax/libs/jquery/1.10.0/jquery.min.js"></script>
<select id="empid" name="empname" multiple="multiple">
<option value="0">item0</option>
<option value="1">item1</option>
<option value="2">item2</option>
<option value="3">item3</option>
<option value="4">item4</option>
</select>
<br />
Hold CTRL / CMD for selecting multiple fields
If you select “item1” and “item2” in the list, the output will be “1,2”.