SELECT COUNTRY, City1, AverageTemperature FROM Table_Name
UNION ALL
SELECT COUNTRY, City2, AverageTemperature FROM Table_Name
UNION ALL
SELECT COUNTRY, City3, AverageTemperature FROM Table_Name
To get rows where City column is not null you can do something like this
SELECT COUNTRY, City1, AverageTemperature FROM Table_Name
WHERE City1 IS NOT NULL
UNION ALL
SELECT COUNTRY, City2, AverageTemperature FROM Table_Name
WHERE City2 IS NOT NULL
UNION ALL
SELECT COUNTRY, City3, AverageTemperature FROM Table_Name
WHERE City3 IS NOT NULL