how to download jquery
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 u