How do I create interconnecting drop down menus?

Hi, new to WordPress. I created a site on Wix before, but it was a simple blog, so I didn't attempt what I'm attempting now. I want to create a series of connected drop down menus to get visitors to specific articles very quickly. I've seen this on other sites, so I know it's possible, but I have no idea how to make it happen. I would prefer to do it myself, but I understand I may need professional help as someone with no experience in coding.

Example: First submenu is State, second submenu is Counties within the state you chose, and third submenu is Cities within the county you chose. Then click Search.

Help, please?