How can I link to an URL using the Dropdown field?

How can I link to an URL using the Dropdown field?

I'm new to Zoho and I'm so exited about it.
I'm trying to create a form where I can link to an URL by using the Dropdown field.
I have no experience about script.

The form I'm trying to create is intented to let the user select as follows:
Country
then State
then City

Thanks.