advanced categories -> subcategories

Hello. so this is kind hard for me as a beginner, but i hope some of you guys can help me with that. i will donate some money to the guy who helps me out, (if needed)?

Here is what i want:
A link in the Menu Called “Countries”

When you click at that, you get into Some country names.

– UK
– Denmark
– USA
– etc

then when you click UK you get cities.
– London
– etc etc.

In the Cities you get the articles which i have created in each of them.

How is this possible? can any1 help me with that? I know its possible and easy with joomla, but i prefer to use wordpress, but i dont seem to find an easy way to do that..

I know i can create some pages and writing links to pages/categories but i prefer it the easier way where everything goes smooth..