select.html

<select onchange="gotopage(this)">
  <option value="">Select</option>
  <option value="https://www.google.com">Google</option>
  <option value="https://www.yahoo.com">Yahoo</option>
  <option value="https://www.msn.com">MSN</option>
</select>

<script type="text/javascript">
function gotopage(selval){
  var value = selval.options[selval.selectedIndex].value;
  window.location.href=value;
}
</script>