Quite a few people ask whether you can add prompted parameters to reports built using Report Builder. While it is not easy to find, you can definitely do it.
In the filter dialog, after you add something to the filter from the field list, click on the name of the field and select "Prompt". You will see a green question mark next to the field name, like this:
When you preview or view the report after publishing, you will be prompted for values. If you chose 'In this list" for the operator, a multi-valued parameter will be used. Note that it is not possible to create dependent parameters in Report Builder (e.g. the list of cities is dependent on the selection of country). For this, you would need to use Report Designer.