First you need to download JQuery library from http://jquery.com/ then load the jquery library the following way within your html head tags
then you can test whether the jquery is working by coding your jquery code after the jquery loading script
<!DOCTYPE html>
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<!--LINK JQUERY-->
<script type="text/javascript" src="jquery-3.3.1.js"></script>
<!--PERSONAL SCRIPT JavaScript-->
<script type="text/javascript">
$(function(){
alert("My First Jquery Test");
});
</script>
</head>
<body><!-- Your web--></body>
</html>
If you want to use your jquery scripts file seperately you must define the external .js file this way after the jquery library loading.
<script type="text/javascript" src="jquery-3.3.1.js"></script> <script src="js/YourExternalJQueryScripts.js"></script>