Hi,
You can't have these different options in one dropdown, you have to create one dropdown for the ordering, one for the votes, and one for the price.
They can be set as multiple dropdown, to select multiple values.
Dynamic display : That option enables you to change the options of the filters according to the previously selected filters. For example, if all your products are computers with 4Go Ram and 250Go hard disks, if you select 4Go in the first filter, the second will show only the 250Go option and not the other values.
as explained in the integrated documentation.
To hide the filter button, there is an option in Config > Features > Filter. And enable the option "submit on click" on the filters.