Using jquery with sharepoint 2010

Using jquery with sharepoint 2010

Hi guys,

So I get the basic concept on loading jquery via a CEWP in Sharepoint, but thats about where my understanding ends.  I don't understand how to use the plug-ins you download from the internet.  I downloaded a few and there are 3-4 folders plus a couple .js files included with the plugins.  Where do I put all those files and how do I call them inside a CEWP?  I tried putting them inside a document library, but what .js file do you call?  I know its probably something simple, but I'm just not grasping the concept yet I think.