Foreign Keys

This is not the real app, but it is very, very close in structure to what I actually want to accomplish. Consider the four tables:

Continent, Country, CivicUnit, Capitol 

The primary key of Continent is ConName.

The primary key of Country is ConName, CountryName

The primary key of CivicUnit is UnitName.

I also have available if needed is a table (CCCU) whose primary key is ConName, CountryName, UnitName.

The primary key of Capitol is Continent, Country, CivicUnit, CapitolName. 

There are a small number of continents, countries and civic units, so if possible I would like to do most things client side.

The goal of app is to perform CRUD operations on the capitol  records. There are a huge number of Capitol records (tens of thousands). There may be other goals, but they would be secondary at this time. 

The UI I would like to implement looks like this:

Continent_ComboBox    Country_ComboBox    CivicUnit_ComboBox

Capitol_DropDownList_or_Grid  Capitol_Form

The capitol_dropdownlist_or_grid would list all the capitol names for the given triple (Continent, Country, CivicUnit) and when selected the full record would appear in the form to be edited. Due to the nature of the data, it is unlikely records would be deleted and created rarely. The app could go into production initially with just an edit and save option on the form. The primary key fields would not need editing. 

I have tried cascading combo boxes on the datasets for Continent, Country and CCCU, but I couldn't see how to turn that to my advantage. 

It seems to me that I should be able to utilize the foreign keys to populate my ComboBoxes, but I can't figure out how to do that either. Even though I have my foreign key annotations in my BE schema, KUIB doesn't seem to either recognize them or let me do something with them. 

I'm not wedded to the foreign key idea, but it seem to be what all the annotating is driving toward.

Am I on the wrong track?