Is this page helpful for you to reference? https://docs.pods.io/fields/relationship/
We’ll look into the 404 link and where it’s linked from, the field type docs are much more helpful to reference for this kind of thing.
As for your use-case, we do not have anything that allows drill-down relationships yet. So you could have a drop-down that lists countries from Latin-America but you could not have it automatically change the list of cities based on the country selected. That’s something we’re looking into and it’s possible it could be voted as our next feature for Pods 3.1 by our donors. We’ll see how the vote goes once Pods 3.0 is finished.