Python In Excel - Merge Dataframes

Merging two dataframes in a single dataframe with Python in Excel.
The two datasets are here:
github.com/Vit...
github.com/Vit...
The first dataset is with country data, the second is with cities. There is a relationship 1:1 between a capital city and a country, however not every city is a capital city.
After reading the datasets, we create a third and a forth dataset, where we manage to write the country and its capital on the right.