How to create multi valued attributes?

Hi.. I need to create one multi valued attribute called 'skill' that should contain values of different skills of an employee. How to configure entity that holds that attribute? and then how to create the values for it?? Secondly i need one composite attribute that holds Address i.e., Country, State and City and also i need a mechanism that sorts  down the corresponding States when I select the Country and also sorts down the corresponding cities when i select a State.  Which means i need to create all Country, State and City as multivalued attributes and link them to my composite attribute Address.  how to create such entity and such page that displays the details.?? 
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