A family of Microsoft relational database management systems designed for ease of use.
When you create a relationship on two tables, the fields involved in the relationship must be of the same datatype.
In this case, the "ID" field in Countries is, most likely, an Integer and designated as an Identity field and also designated as the Primary Key for the Countries table. Is that correct? That's the typical expectation here.
In this case, where you want to create a relationship on the "CountryID" field in Cities, CountryID must also be an Integer.
If you used some other datatype for "ID" in Countries, of course, the "CountryID" field in Cities must be that same datatype. That would be less common, but possible.
Note that this forum supports MS Access. SQL Server is often used as the backend for Access applications. When you link to the SQL Server tables from Access, the Integer datatype will be interpreted as Long Integer.