To use Jquery is pretty simple, you need to do 2 things
1. Insert Jquery in your page
HOW TO INSERT JQUERY IN MY OWN PAGE
There is 2 ways
1. Download JQUERY from http://blog.jquery.com/2010/02/19/jquery-142-released/ in this place there is 2 file
1.2 Regular this is for development environment, if you open this file you can read the code, may be you do do not understand some code but YOU CAN READ IT.
Once you choose the file you include this HTML instruction in your file
In case your select the minified version or
In case your select no minified version
This line should go in the between <head></head> division of your HTML /php or whatever file.
2. To make a link to some place where somebody host a jquery version like Google or jquery itself the link can go
Or if you consider yourslef a advance developer you can try
Be aware the most of the CMS or blog software bring his own way to include Jquery in their environment, look in this site how to insert jquery in Dupal , WordPress, Joomla