Populate a select box with ajax

Hi, how are you?

Well i have a doubt, i have two select boxes and the first one has the provinces, i need that when my user select the first one, the second one will be populated with the cities from that province, i’ve already implemented the ajax wich gets the province id, but i don’t know where should i put the code to search database for the cities, because in wordpress i need to use that wp-admin/admin-ajax.php file, so where do i need to put my code to populate this select box??

Do you know any tutorial or can you explain me how to do that??

Thank you very much >D