How to add custon UI jquery & Fancybox script to WP

  1. If you are not already loading the jQuery UI .js and .css files in your theme/plugin you can add them via the wp_enqueue_script function: http://codex.wordpress.org/Function_Reference/wp_enqueue_script

  2. No, add them via the enqueue scripts function.

  3. You need to wrap any inline scripts in a jQuery No Conflict wrapper.

    jQuery(document).ready(function($) {
    // do stuff //
    });

more on jQuery no conflict in WordPress: http://codex.wordpress.org/Function_Reference/wp_enqueue_script#jQuery_noConflict_wrappers