You have asked two questions here. One is how to use express. The other is how to implement dependent dropdowns. Perhaps these should be two different questions but let me tackle each one here. First, how do we use express (which is a web server written in node)

1. How to use Express

1. Install express in a directory of your choosing (see link for details)
2. $ npm install express --save
3. Create a new javascript file
4. Use the code below

    var express = require('express');
    var app = express();   
    app.get('/', function (req, res) {
      res.send("<h1>hello world</h1>");
    });    
    app.listen(8080, function () {
      console.log('Example app listening on port 8080!');
      //call this app from localhost://8080 
    });

This is a simple "hello world". I've explained this in detail in this blog. If you want to use an html file instead of simple html code, use the following:

var http = require('http');
var fs = require('fs');
http.createServer(function (req, res) {
  fs.readFile('index.html', function(err, data) {
    res.writeHead(200, {'Content-Type': 'text/html'});
    res.write(data);
    return res.end();
  });
}).listen(8080);

Note that you will need to use npm or other package to install express, http and fs. Your html code will be in index.html.

Your second question is on how to use dependent dropdowns.

2. Dependent dropdowns

For dependent dropdowns, you are working purely on the client side. So vanilla javascript code will work. For instance, you can use jquery or other useful libraries.

<script src="//ajax.googleapis.com/ajax/libs/jquery/1.11.0/jquery.min.js"></script>

<!-- optionally if you need translation for your language then include locale file as mentioned below -->
<script src="path/to/js/locales/<lang>.js"></script>
<h1>Dependent Dropdown</h1>

<form name="myform" id="myForm">
    <select name="optone" id="continentSel" size="1">
        <option value="" selected="selected">Select continent</option>
    </select>
    <br>
    <br>
    <select name="opttwo" id="countrySel" size="1">
        <option value="" selected="selected">Please select continent first</option>
    </select>
    <br>
    <br>
    <select name="optthree" id="citySel" size="1">
        <option value="" selected="selected">Please select state first </option>
    </select>
</form>
<hr/>


<script>
var stateObject = {
  "Europe": {
          "France": ["Paris", "Lyon"],
          "UK": ["London", "Birmingham"]
      },
      "Africa": {
          "Senegal": ["Dakar", "Louga"],
          "South Africa": ["Cape Town", "Pretoria"]
      }
}
window.onload = function () {
    var continentSel = document.getElementById("continentSel"),
        countrySel = document.getElementById("countrySel"),
        citySel = document.getElementById("citySel");
    for (var item in stateObject) {
        continentSel.options[continentSel.options.length] = new Option(item, item);
    }
    continentSel.onchange = function () {
        countrySel.length = 1; // remove all options bar first
        citySel.length = 1; // remove all options bar first
        if (this.selectedIndex < 1) return; // done
        for (var item in stateObject[this.value]) {
            countrySel.options[countrySel.options.length] = new Option(item, item);
        }
    }
    continentSel.onchange(); // reset in case page is reloaded
    countrySel.onchange = function () {
        citySel.length = 1; // remove all options bar first
        if (this.selectedIndex < 1) return; // done
        var cities = stateObject[continentSel.value][this.value];
        for (var i = 0; i < cities.length; i++) {
            citySel.options[citySel.options.length] = new Option(cities[i], cities[i]);
        }
    }
}
</script>

Finally see the full working code here