Hi,

To use JQuery in visualforce page, you need to download JQuery library zip file from JQuery website.

You need to create static resource of this JQuery zip file in your developer accout / salesforce account in which you are goint to run respective visualforce page.

You can refer to following code as well for reference :

<apex:page>
<!-- Begin Default Content REMOVE THIS -->

<h1>Congratulations</h1>
This is your first page.
<apex:messages />
<!-- End Default Content REMOVE THIS -->
<apex:form >
<apex:pageBlock >
<apex:includeScript value="{!URLFOR($Resource.jQuery, 'js/jquery-1.8.3.js')}"/>
<apex:includeScript value="{!URLFOR($Resource.jQuery, 'js/jquery-ui-1.9.2.custom.min.js')}"/>
<apex:stylesheet value="{!URLFOR($Resource.jQuery, 'css/ui-lightness/jquery-ui-1.9.2.custom.css')}"/>

<script type="text/javascript">
var j$ = jQuery.noConflict();
j$(document).ready(function()

{
       j$("#ninjaLink").click(function()

      {
               alert("NINJA STAR TO FACE!!!!!");
       });
});
</script>
<button id="ninjaLink">NINJA ATTACK!</button>
<apex:pageBlockSection id="pgBlcSec1" columns="1" collapsible="true" title="Trial">
HI
</apex:pageBlockSection>
</apex:pageBlock>
</apex:form>
</apex:page>

If this post is helpful to you, please don't forget to give kudos.

Regards,

Sachin Sankad.