Suppose there is a States table and a Cities table - the City refers to State.
If you are implementing Addresses table, obviously it is enough to have a relation to the City - the State could be looked up from Cities table.
However if you want the user to select State first and then the City from the state-restricted list you should first add a relation from Addresses to a State - this will render States as a dropdown - and add match condition to the Address-City relationship to match City.State and Address.State.
Any support materials, such as spreadsheets and real-life work samples would be very helpful as they would help us better understand your business process.