I just want to receive ajax request, but the problem is that jQuery is not defined in React.
Then don't use it. Use Fetch and have a look at Fetch polyfill in React not completely working in IE 11 to see example of alternative ways to get it running
Something like this
const that = this;
fetch('http://jsonplaceholder.typicode.com/posts')
.then(function(response) { return response.json(); })
.then(function(myJson) {
that.setState({data: myJson}); // for example
});