This is called a conditional value list:
Here's a thread on setting up conditional value lists:
Custom Value List?
Use the second option for your type of value list.
Once you have the value list working, you can use the valuelistitems function to put the values in a multivalue key field. (Note: multi-value fields are often used in place of a join table in many to many relationships in Filemaker. While this can be done, it's often better to use a join table instead.)