Don't know which jquery files to attach so that I can use the datepicker plugin

Don't know which jquery files to attach so that I can use the datepicker plugin

I'm new to this and i'm trying to use the jquery datepicker plugin.  What I want to know is which files to download and in what folders should i put them so that i can use it.  I've  been using date picker by linking to external js files but i'm trying to figure which files to save on my computer.  I'd appreciate it if anyone can help me.