How to include this jQuery File in wordpress?

You should be using wp_register_script() and wp_enqueue_script(), so, for example:

add_action( 'wp_enquque_scripts', 'my_script_enqueue' );

function my_script_enqueue() {
    wp_enqueue_script( 'my-jquery', 'URL TO THE FILE', array( 'jquery' ) );
}

Also, as mentioned by Zack, you should be registering your jQuery as such, as wordpress does not use $ for jQuery by default.

jQuery( document ).ready( function( $ ) {
    //your jquery
});