No installation is required. To use the jQuery, we just need to put it on our site in a web-accessible location. As whenever we need a page to have and use the jQuery available, we will simply refer to the location of file from the HTML document with a tag <script> as follows:
<script src="path-to-jquery-file/jquery.js" type="text/javascript"></script>
Note: JavaScript is an interpreted language, there is no compilation or build phase to concern about.