How do I load an url in iframe with Jquery

Try $(this).load("/file_name.html");. This method targets a local file.

You can also target remote files (on another domain) take a look at: http://en.wikipedia.org/wiki/Same_origin_policy

$("#button").click(function () { 
    $("#frame").attr("src", "http://www.example.com/");
});

HTML:

 <div id="mydiv">
     <iframe id="frame" src="" width="100%" height="300">
     </iframe>
 </div>
 <button id="button">Load</button>