You just need to google a bit to find lots of tutorials about this.
JQuery library comes packed with JQuery so you only need to add your <script> tags (src attribute or not) whenever you want to place them in your code/template. Exception made if you want to load JQuery from your own folders or from Google' servers. Then you will need to break the hook from WordPress.
Edit: RetroNetro is right. If you host at wordpress.com then you may not be able to do as many changes as you want