To get the results you need, you need to join the tblCity table twice. Once for the From_City value and again for the To_City value.
What you end up with is something like
SELECT dbo.tblmv.ID, dbo.tblmv.Name, dbo.tblmv.Status, tblCity_1.name AS from_City, dbo.tblCity.name AS To_City
FROM dbo.tblCity INNER JOIN
dbo.tblmv ON dbo.tblCity.ID = dbo.tblmv.From_City INNER JOIN
dbo.tblCity AS tblCity_1 ON dbo.tblmv.To_City = tblCity_1.ID
which gives you results of
ID Name Status from_City To_City
1 James arrive Munchen Paris
2 Alex Depart Berlin Munchen