I have a new domain without any authority, and I am organizing the structure of the website. I want to go first for long tail KW, and after for the big ones.

If I have a category page trying to rank for the KW "milan" (which I know it will not initially), does that have any effect for other URLs inside that category? For example /milan/activities/ (in this URL I will go for the KW "activities in milan")

The other option would be just /activities-in-milan/ hanging from the root domain without the category. The downside here is that when I scale the project I will have to change the structure.