Check out example codes for "how to download jquery". It will help you in understanding the concepts better.

Code Example 1

You have quite a few options

You can get the whole source
Uncompressed dev: https://code.jquery.com/jquery-3.4.1.js
Compressed production: https://code.jquery.com/jquery-3.4.1.min.js
You the simply save the code into a Javascript file and include it in the usual way
<script type="text/javascript" src="jquery.js"></script>

Or point to a CDN, such as Google's
<script src="https://ajax.googleapis.com/ajax/libs/jquery/3.4.1/jquery.min.js"></script>

You can get it using NPM, Yarn or Bower
npm install jquery
yarn add jquery
bower install jquery

You can even get the latest builds from GitHub
git clone git://github.com/jquery/jquery.git

Code Example 2

C:/web/index.html
C:/web/js/jquery.js

index.html:

    <head>
        <script src="js/jquery.js"></script>
        <script>$(function() { alert('hi') })</script>
    </head>

Code Example 3

<script type="text/javascript" src="http://code.jquery.com/jquery-latest.min.js"></script>

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