It's definetely not a good idea to create a listbox in the Draw method. I'd suggest doing it in the CKgAppView::ConstructL.
If your CKgAppView class is inherited from CCoeControl, declare a member variable of CEikListbox* type in that class, create a listbox in ConstructL, override virtual functions CountComponentControls and ComponentControl of CKgAppView class and don't forget to call superclass Draw method in CKgAppView::Draw.
As an example you can take any sample project from Nokia 9200 SDK that uses similar technique (like \NokiaCPP\Epoc32Ex\AppFramework\UIControls\CustomControls)