[Fixed]-How can i save data, retrieved from a url into my database

Because you didn’t provide model for city, I wrote it myself:

class State(models.Model):
    name = models.CharField(max_length=255)
    # id from external source, e.g. 5 from your example
    external_id = models.IntegerField()

    def fetch_cities_from_network(self):
        # Fetching data
        resp = requests.get(
            'http://lab.iamrohit.in/php_ajax_country_state_city_dropdown/'
            'api.php?type=getCities&stateId=%d' % self.external_id
        )

        # Get dictionary with cities
        cities_dict = resp.json()['result']

        # Get dictionary values (city names) and save them into the db
        for city in cities_dict.values():
            City.objects.create(state=self, name=city)


class City(models.Model):
    state = models.ForeignKey(State)
    name = models.CharField(max_length=255)

And this is how you can use it:

state = State.objects.create(name='Some state', external_id=5)
state.fetch_cities_from_network()