How to install Chosen using Drush Make?
I found a way:

# cd to Drupal root folder
drush dl chosen
drush make sites/all/modules/chosen/chosen.make.example --no-core
drush en chosen -y


Update 04/29/2014: Chosen now provides Drush command chosenplugin.  

This answer is still useful for other projects with *.make.example files but without custom Drush installation commands.