Linking (single - dual or manual) conditions allow you to create the most precise Multiple Condition SET you may need to use
There are TWO type of "links" you can use : IF and ELSIF
Start by clicking the "Linked Condition" box to access and select between the two possibilities offered :

You HAVE to start with an IF condition and can add as many ELSIF conditions you require
This example will create this "set" of conditions :

IF CITY <> JACKSONVILLE AND CITY <> MEMPHIS
ELSIF CITY = JACKSONVILLE OR CITY = MEMPHIS
ELSIF a manual condition
You could of course add remove move as many conditions as you may need
The IF / ELSIF conditions are evaluated at runtime separately and the first one to be MET will be stored (next conditions (elsif) coming afterwards are discarded) and applied to the current data processing (filtering or working on data - functions - concats etc...)