I wondered why jQuery was particularly recommended if there wasn't any specific support for it.
You are responsible for putting your plugins in the mysite folder but take a look first at sapphire/thirdparty. It has a bundle of plugins for jQuery that are used in the CMS so you can include those if you want.
Ah... that makes sense. Thanks!
I didn't know about the thirdparty directory at all.
I downloaded the latest jQuery into a folder in mysite and it all works nicely using 'requirements', so I am happy :)