JSFiddle - React, Tailwind, and code Playground

HTML

<form>
<select name="Exames" onChange="abrir.location = options[selectedIndex].value">
<option label="Selecione sua opção" value="0"></option>
    <option value="http://pt.wikipedia.org">Wiki PT</option>
<option value="http://en.wikipedia.org">Wiki EN</option>
</select>
</form>

<iframe id="abrir" name="abrir" scrolling="auto" src=""></iframe>

JavaScript

$('select').on('change',function(){
    var src = $(this).find('option:selected').val();
    $('#abrir').attr('src',src);
});