Question : I want to load external link in iframe. But it doesn't work.

Ans :
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You have a problem of "X-Frame-Options' to 'SAMEORIGIN".

Now, What does it(X-Frame-Options' to 'SAMEORIGIN) mean?

Ans: It means that the site owner do not want anybody to open his/her site in iframe because for security point of view it is poor to have a site to be opened in iframe.

You can check out the link : How Can I Bypass the X-Frame-Options: SAMEORIGIN HTTP Header?