Hi @zelasco,
That store is also built with WooCommerce, and from what I can see inspecting the checkout page, they’re using a “Flexible Checkout Fields” plugin, most likely they achieved the desired outcome with this one, or maybe a custom code snippet.
Customization is outside of our support scope, though, but I have found this developer resource that may help you: https://silvawebdesigns.com/how-to-change-the-city-field-to-a-dropdown-in-woocommerce/. Please keep in mind this is a third party code and we can’t provide support for it. We recommend trying custom code in a Staging environment or taking a backup before making any changes.
Otherwise, a quick Google Search may also go a long way!
I wish I could do more, but I hope this points you in the right direction.
-OP