Shp. File for World Cities

Hi Everyone, 

I'm trying to create a info-graphic by mapping relationships between cities. I want to use atit to import a shape file (if it exists), so I can manage relationships between cities around the world.

I kinda new with the GIS files and SHP. files and trying to find a way to educate myself, and understand how all these osm. pdf. shp. .Ipk files work. if anyone knows where I can read, learn more about how to manage and extract data from them would be great.

Main objective now is to try to find .shp file that I can use that will help me map the globe and their cities.

Not sure if there's such file available, but If someone knows how I can learn how to create these shape files that could also be helpful.

Thanks

Alara