jQuery

 jQuery is a fast and concise JavaScript Library created by John Resig in 2006 with a nice motto: Write less, do more.
jQuery simplifies HTML document traversing, event handling, animating, and Ajax interactions for rapid web development.
jQuery is a JavaScript toolkit designed to simplify various tasks by writing less code. Here is the list of important core features supported by jQuery:

• DOM manipulation: The jQuery made it easy to select DOM elements, traverse them and modifying their content by using cross-browser open source selector engine called Sizzle.
• Event handling: The jQuery offers an elegant way to capture a wide variety of events, such as a user clicking on a link, without the need to clutter the HTML code itself with event handlers.
• AJAX Support: The jQuery helps you a lot to develop a responsive and feature-rich site using AJAX technology.
• Animations: The jQuery comes with plenty of built-in animation effects which you can use in your websites.
• Lightweight: The jQuery is very lightweight library - about 19KB in size ( Minified and gzipped ).
• Cross Browser Support: The jQuery has cross-browser support, and works well in IE 6.0+, FF 2.0+, Safari 3.0+, Chrome and Opera 9.0+
• Latest Technology: The jQuery supports CSS3 selectors and basic XPath syntax.

How to install jQuery ?

This is very simple to do require setup to use jQuery library. You have to carry two simple steps:

1. Go to the download page to grab the latest version available.
2. Now put downloaded jquery-1.3.2.min.js file in a directory of your website, e.g. /jquery.

The downloaded file name jquery-1.3.2.min.js may vary for your version. Your minified version would be kind of unreadable which would not have any new line or unnecessary words in it.
The jQuery does not require any special installation and very similar to JavaScript, we do not need any compilation or build phase to use jQuery.