Step 1: Upload the jQuery library as a static resource in your Org.

Step 2: Use ltng:require to load static resource JavaScript libraries on your component.

<aura:component>
    <ltng:require scripts="{!$Resource.YourStaticResourceName + '/jQueryFileName.js'}" />
</aura:component>

Step 3: To utilize the library include the afterScriptsLoaded event and add the method in your aura component JS controller.

Aura Component :

<aura:component>
    <ltng:require scripts="{!$Resource.YourStaticResourceName + '/jQueryFileName.js'}" afterScriptsLoaded="{!c.handleAfterScriptsLoaded}" />
</aura:component>

JS Controller:

({
    handleAfterScriptsLoaded : function(component, event, helper) {
        jQuery("document").ready(function(){
            console.log('jQuery Loaded');
        });
    }
})