How do I Properly Add jQuery Scripts to my WordPress blog?

How do I Properly Add jQuery Scripts to my WordPress blog?

Hi, I have my own website done in php. I now a lot about jquery but my problem is wordpress. 

I dont now wordpress and I want to add some jquery scripts to my blog.

the website is abswheels.se (build with php) the blog is on a path folder abswheels.se/blog/ (made in wordpress)

My question is how I can add something like this http://callmenick.com/_development/slide-down-menu/