The example for the editors explain it can be done, but it doesn't really show how.
Where does it explain it can be done?
Technically the CheckboxCellEditor.supportMultiEdit() returns false. This means there is no multi edit of checkboxes supported. This is because it doesn't make sense to open a subdialog for checkboxes.
It is of course worth a discussion whether in that special case on multiedit simply the values should be changed. If that is a necessary request, please open a ticket.