You can link to any jquery file located in your site:

1. Download the latest version, or open in a browser.
2. Copy the code into a text file and save, I would suggest using the same name as the original for version control.
3. Upload the code to your website, the best place is probably a /js/ folder.
4. Add a link in your web page to run the java script when the page loads, example below:

Example:
Code:
<script type="text/javascript" src="/js/jquery-1.4.2.min.js"></script>
The latest version can be found at http://jquery.com.