That's not a problem, just specify the desired consulate for question 22 of the I-130.
Just be careful with the terminology -- they cannot "adjust status" outside the US; they will file DS-230 and pursue consular processing for an immigrant visa.
You bring up an excellent point that needs to be stressed to folks across this and many similar websites.
From the very beginning of the concept of issuing Immigrant Visas it has been the State Department that actually tracks the allocation of all immigrant visas. Traditionally, and for the better part of a Century, one could only get an Immigrant Visa from the State Department abroad before embarking on the journey to the United States.
After a major overhaul of the Immigration Laws, Congress created the potential for one who was already present inside the U.S. to "adjust status" to an equivalent of an Immigrant who had entered with an Immigrant Visa.
The same pool of Immigrant Visas applies to both Consular Processing through the State Department or filing with USCIS for adjustment of status. Adjustment of Status requires USCIS to contact the State Department for allocation of each and every Immigrant Visa it is utilizing. For a very long time it was pain in the butt...they used to send "cables" (coded telegrams); eventually the fax was utilized and now its a secure computer interface, BUT it is still the same pool of Immigrant Visas being utilized by BOTH processes.
I believe that because so many folks have gone through adjustment of status that they don't realize (or have forgotten) that there is a parallel process for their relatives outside the U.S.
Additionally, because so many folks have intentionally and unintentionally, screwed up and have struggled so with the futility of trying to bring relatives to the U.S. for the sole purpose of filing for adjustment that they have severely harmed themselves and their countrymen. The blatant fraud and naivete exhibited in the non-immigrant realm has done nothing more than instill great suspicion in Consular Officers who used to more freely grant "tourist visas" but have been burned by doing so.
That is the end of my "rant" on this topic.