Creating related records in a related table is standard in any relational database. The relationship you describe is a basic relationship setup. One contact related to several sites is a one-to-many relationship.
Here is a link to a search on FM about relationship :
So what is your question? Can FileMaker do this? Most likely. But if you're totally new to FileMaker, you will need some education and advanced techniques to get it done.
What you describe would require 3 related tables: Customers, Sites, Jobs and they could be related like this:
Customers::__pkCustomerID = Sites::_fkCustomerID
Sites::__pkSiteID = Jobs::_fkSiteID
For an explanation of the notation that I am using, see the first post of: Common Forum Relationship and Field Notations Explained
This is typical of what can be done with any relational database system.
In FileMaker, you could then put a portal to Sites on the Customers layout with a button for selecting a site in order to see the jobs for that site. That click could open a new window listing the jobs or adding another table occurrence of jobs to the above data model could make it possible to add a second portal for listing jobs for the selected site. This portal could be placed next to the Sites portal or inside a popover that opens when you click the portal row button.