Draw the Lewis dot structure for Mg and Se.
I can't draw it here, but I can describe it for you. Magnesium has an electron valence of 2+. What that means is it has two electron "vacancies" in it's outer bonding electron shell. You should put the symbol for magnesium, Mg, and put an elecron pair on the left, an electron pair on the top, a single electron on the right, and a single electron on the bottom.
To the immediate right of what you just set up for magnesium, write the symbol for selenium, Se, and put an electron pair on the top, an electron pair on the right, a single electron on the bottom, and a single electron on the left.
You need to draw arrows indicating the "single electrons" will be shared between the magnesium and the selenium. This is a covalent bond of two electrons being mutually shared between the two elements so they may complete their outer electron shell.