Assuming your Cities table has a Country column, you can create a filter based on Screen Value. Imagine my Choice component is for the Cities choice, and the Category is the Country name that would be in your Cities table. It should be a very similar setup for you. When filtering by Screen Values, the filter looks at the values in the other components on your screen.
So, what you do is filter the Cities where the Country column in that cities table is equal to the the Screen Value of the selected Country choice.
