I do not understand. If it doesn't have the model for State Farm, then is it an option for the select? I'm really not sure what you're trying to do.
As far as making it appear or even adding it to the page/DOM (and even the MySQL database), of course you can. You might need jQuery LiveQuery, though, unless you want to make the select box hidden on the page.
It's really up to exactly how you want to do this. Generally, have jQuery, through AJAX, send the selected option as a parameter to the PHP page (maybe some kind of session token to prevent abuse here?), then have PHP check the MySQL. Use the callback to read the output from the php page.
If you want to make the select box's options dynamic, then you'll need to build it with PHP that checks the MySQL, put it through the callback, then add it to the DOM with jQuery. You will need LiveQuery if you do it that way.
Hope I helped!