How to add a <br> tag in reactjs between two strings?

You should use JSX instead of string:

<div>No results.<br />Please try another search term.</div>

Because each jsx should have 1 wrapper I added a <div> wrapper for the string.

Here it is in your code:

render() {
   let data = this.props.data;
   let isLoading = this.props.isLoading;
   let isDataEmpty = Object.entries(data).length === 0;
   let movieList = isLoading ? <Loader /> : isDataEmpty ? <div>No results.<br />Please try another search term.</div> :
       Object.entries(data).map((movie, index) => <MovieTile key={index} {...movie[1]} />);
   return (
       <div className='movieList'>{movieList}</div>
   );
}

You can use CSS white-space to solve the problem.

React Component

render() {
   message = `No results. \n Please try another search term.`;
   return (
       <div className='new-line'>{message}</div>
   );
}

CSS

.new-line {
  white-space: pre-line;
}

OUTPUT

No results.
Please try another search term.

break text to line:

render() {
  ...
  <div>
    {this.props.data.split('\n').map( (it, i) => <div key={'x'+i}>{it}</div> )}
  </div>
  ...

some HTML elements such as <img> and <input> use only one tag. The tag that belongs to a single-tag element isn't an opening tag nor a closing tag; it's a self-closing tag. In JSX, you have to include the slash. So, remove <br> and try <br />