Where do I put my jquery files

Where do I put my jquery files

OK So I finally got jquery loaded for my site, but I'm still confused as to how do I load an actual plugin.  For instance, I just downloaded the slidebar jquery plugin (http://plugins.adchsm.me/slidebars/).  When I download it there are the following files:

slidebars.css

slidebars.js

slidebars.min.css

slidebars.min.js

slidebars.jquery.json

So now what do I do with all those files?  I didn't see an html file or anything like that.  Do I have to compile a separate .js file and reference them all in there or what?  Sorry, I'm a complete noob here and I'm sure this is something simple.