<apex:page>
<apex:includeScript value="{!URLFOR($Resource.jQuery)}" />
<script type="text/javascript">
// DO jQuery stuff here
</script>
<apex:form>
<!-- form elements here -->
</apex:form>
</apex:page>
Upload your preferred version of jQuery to Setup > Develop > Static Resources. You could also use a normal script tag and link to a hosted version, such as Google's.
Same as any other platform, really:
Upload your preferred version of jQuery to Setup > Develop > Static Resources. You could also use a normal script tag and link to a hosted version, such as Google's.