Getting province and city name of given point

OpenStreetMap has many shapefiles for downloading, and with shp2pgsql we can import it to PostGIS

shp2pgsql -s SRID SHAPEFILE.shp SCHEMA.TABLE | psql -h HOST -d DATABASE -U USER

How can I get province and city name (or id) of a given point?

It is a little confusing for me! can someone explain more how can I do it? I just find some shape files here https://download.geofabrik.de/north-america/us.html and have no idea how to import just state/providence/city boundaries

Just tell me how to convert it to a minimal postgres table that contains type (state or city) , name of state/city and geometry of state/city

I know how can I use functions like ST_Contains to find city of given point