I think it depends on the maps you are using. That function should be available on Citynavigator maps for example, but on maps like smelly biker's or Worldmap maps, it might not be...I think that is how my csx works. don't have it with me now, so can't check.
For cities, you should be able to use the 'find' button and then 'nearest cities'. Should give cities in your proximitey. If you want a city that is say 300km away, use the arrow keys while on the map screen and navigate to the area, then use 'find' etc.
Not sure if this would help or if clear enough...