You need to find a Wordpress forum for your Wordpress problems.
I don't know what you mean by "page code".
The jQuery Learning Center is a good place to learn about jQuery. But it won't tell you anything specific about how to use it with Wordpress. If you follow the examples, you will know how to use jQuery with a plain HTML page. Learning how to use it with Wordpress is something you will have to go to some Wordpress site about.
What do you mean by "the images"? Do you mean the jQuery UI icon images? They go in a subdirectory called "images" just below whatever directory you place your CSS in. Again, for specific advice about Wordpress, ask somewhere where they know Wordpress.
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