jQuery plugin not loading

It might be the case that you are using you JS validation before enqueuing this script.

You code may be like..

<html>
    $("#myForm").validate(); or JS file that uses validate()
    jquery.validate.js here
</html>

Above code is just for demonstrating.

So you are using validate() function before it has been enqueued so it is throwing validate() is not a function.

Make sure you are using your validate() function after your jquery.validate.js has been enqueued.

Updated Answer

As per your update made, here you are using wp_enqueue_scripts twice which is not needed.

What I understand till now is your sdForms.js contains your validate() method, but still you are loading your jquery.validate.js after sdForms.js.
So the updated code will be :

//Enqueue Validation plugin
function sd_validation_script() {
    wp_enqueue_script( 'jqeury' ); // add jqeury
    wp_register_script('formValidation', 'http://ajax.aspnetcdn.com/ajax/jquery.validate/1.9/jquery.validate.js', array('jquery'));
    wp_enqueue_script('formValidation'); // add formValidation plugin

    wp_register_script( 'sdForms',  plugin_dir_url( __FILE__ ) . 'js/sdForms.js' );
    wp_enqueue_script( 'sdForms' ); // add sdForms after formValidation
}
add_action('wp_enqueue_scripts', 'sd_validation_script');