JSFiddle - React, Tailwind, and code Playground

HTML

<script src="https://cdnjs.cloudflare.com/ajax/libs/jqueryui/1.11.4/jquery-ui.js"></script>
<link rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/jqueryui/1.11.4/jquery-ui.css">
<link rel="stylesheet" href="//cdnjs.cloudflare.com/ajax/libs/font-awesome/4.3.0/css/font-awesome.min.css">
<div class="w">
    <div class="main-search-results">
      <select name="" id="select-filter-1">
        <option value="default">Cualquier provincia</option>
        <option value="a_coruña">A Coruña</option>
      </select>
    </div>
</div>

CSS

.w{
    position:relative;
}
.ui-selectmenu-button::after {
   content: "\f0dd"; 
   font-family: 'FontAwesome';
   position: absolute;
   top: 5px;
   right: 15px;
    width: 20px;
    height: 20px;
    cursor: pointer;
}
select {
  cursor: dafault;
}
.ui-icon{
    display:none;
}

JavaScript

$(function() {
    $('select').selectmenu();
  });