This isn't a setting that you'd make in the Inspector, but in Manage | Value Lists. But that's something you can open from the Inspector so that may be what you meant here.
"use values from a field" value lists can only list data from two fields. The standard work around is to define a calculation field that combines the data of two or more fields and use that as the second field. So you could define a calculation field that looks like this:
Country & ", " & Continent // or revers the order to put the continent first
and then you can use your calculation field as "field 2" in the value list.
But sometimes, a value list is not the best option for data selection in a FileMaker database. You might check out the Adventures in FileMaking series. Adventures 1 and 2. They are free to download.
Adventures in FileMaking #1 - Conditional Value Lists (includes details on how to set up a basic field based value list)
Adventures in FileMaking #2 - Enhanced Value Selection (what to do when a simple value list won't cut it.)