In this example, I will using the Autocomplete element of jQueryUI and following this sample code of the element.
First, adding a "Text Field" element into the form as shown in picture below and put the Field Id as "city". 
Figure 1 : Adding a "Text Field" element to the form.
Then, adding a "Custom HTML" element into the form and copy the following script into the "Custom HTML" property.
<script>
$(function() {
$( "[name$=city]" ).autocomplete({
source: function( request, response ) {
$.ajax({
url: "http://ws.geonames.org/searchJSON",
dataType: "jsonp",
data: {
featureClass: "P",
style: "full",
maxRows: 12,
name_startsWith: request.term
},
success: function( data ) {
response( $.map( data.geonames, function( item ) {
return {
label: item.name + (item.adminName1 ? ", " + item.adminName1 : "") + ", " + item.countryName,
value: item.name
}
}));
}
});
},
minLength: 2
});
});
</script>
Figure 2 : Adding a "Custom HTML" element to the form and putting in the script in "Custom HTML" property.