It's really simple. One just need to add reference of javascript file(.js). Go to Jquery.com and download the latest version of jQuery. When download is completed, there is a "jQuery-1.3.2.js" in the folder. Include this file
and you good to go now for JQuery.
Note : 1.3.2 denotes the library version.. It can be vary depending upon the version of Jquery you download.
Click below link to get mostly asked jQuery interview question.
http://jquerybyexample.blogspot.com/2011/08/mostly-asked-jquery-interview-questions.html