Cascaded Lookup Column is intended to enhance standard Microsoft® SharePoint® lookup functionality. Component allows building relationship between parent and child columns, the data selected in one field will determine the options presented in another.
For multiple data entry, just select the "Allow multiple values" option, the front-end UI will allow multiple selections to be added/removed from a list. If you're using a series of parent-child Cascaded Lookups, each subsequent field will immediately update as you add or remove each selection from the prior one.