Chained Select adds a form field made of linked drop-down lists, with up to 3 levels. What can be picked in each list depends on the choice before it. For example: choose a country, then only that country's states are listed, then only that state's cities.
ACP > Modules > Forms > Chained Select
The choices are kept in an option set.
To build one by hand: on the Manage Sets tab, enter a New Set Name. Then add the options for each level. Each option has a Key (optional; the value is used if empty) and a Value. On levels 2 and 3, you also set the Select Option Field Title shown next to the list.
To import one: use Tools > Import a Set and upload a CSV file. Each line is one path through the lists:
"England","Bedfordshire"
"England","Berkshire"
"Scotland","Aberdeenshire"There is also a Library CSV File list of ready-made sets:
Importing into an existing set name adds the new entries to it.
The form now shows the linked lists.