Here is the options object example from our documentation:

options: [
  {
    checked: false,
    disabled: false,
    icon: null,
    value: "Option one"
  },
  {
    checked: false,
    disabled: false,
    icon: null,
    value: "Option two"
  },
  {
    checked: true,
    disabled: false,
    icon: null,
    value: "Option three"
  },
  {
    checked: false,
    disabled: false,
    icon: null,
    value: "Option four"
  }
]

My suggestion how to build an object with preselected options:

componentDidMount() {

    const preselected = this.state.options.map(opt => {

      return {

        ...opt,

        checked: opt.dbValue === this.state.dbObject.days

      }

    });

    this.setState({ options: preselected });

  }

@Jakub Mandra Thanks! , but in that object I only see "value" option that in reality is "text" option.

To determinate if option is selected or not I need to compare values, not texts (labels) because my field value is "days" (int) and my text is "X days"

I dont want to create a dirty solution where Im parsing strings.
I  hope you follow me 

EDIT:
I will try when I come back  home to just pass a "dbValue" attribute to option object, should work right?

This did the job, if you know a cleaner way let me know please 

optionsExample = [ { dbValue:3 , value: "3 days"} ]

  componentWillMount() {

    //dummy database object

    const dbObject = { days: 3 };

    let optionsSelect = this.state.options;

    optionsSelect.map(opt => {

      if (opt.dbValue === dbObject.days) opt.checked = true;

    });

    this.setState({ options: optionsSelect });

  }

Add property 'selected' to preselect option :)

But, as i assume that, you want to change selected options after everything has mounted.
In this situation you have to use alternative Select component with object as a datata source - it has the ability to react on properties updates.