for that u have to set that constrains in data base or code
Then when u select state then it should display city
according to that state. & after selecting city it should
display all pin for that city.

Step 1: Click on first drop down[State]:-It should list all
the State.
Step 2: Select any one State:-The selected once should be
displayed
Step3:If u press a key[g] in the keyboard then the state
starting with letter g should be displayed
Step4: As the State is selected the corresponding list of
City should be displayed 
Step5.Repeat Step 1 to 4

For Pin Code:
Depending upon the client requirement it can be alphanumeric
or only numeric