If you're adding Select2 to the ActiveAdmin interface, you must add the javascript and styles to the ActiveAdmin assets:
# app/assets/javascripts/active_admin.js.coffee
#
#= require select2
#
# ...
And the stylesheets:
// app/assets/stylesheets/active_admin.css.scss
//
//= require select2
//
// ...
In the example you provided, Select2 would be available to the main Rails application, but not ActiveAdmin. ActiveAdmin uses its own javascript and stylesheet files.