Most people run it from their local site, as it reduces the DNS look-ups, which are slower in most mobile browsers/networks.
To download jQuery Mobile, you will want to start by going to their website http://jquerymobile.com/. From there you can choose how to download the framework.
The latest stable will give you a complete set of files that you can work from. The custom download button lets you choose which files you want to use. This can make your download smaller for your users, however, you will need to have some additional familiarity with jQuery Mobile to know which components you will and won’t need.
Adding the Script to the Page
However, due to the internals of how jQuery Mobile works, the files need to be placed in the head tag of your HTML file(s). You should still place your CSS file first.
As such, your head tag will look something like the following, most likely. (Please note, the exact location of your files may change.)
<head> <meta charset="utf-8"> <meta name="viewport" content="width=device-width, initial-scale=1"> <title>jQuery Mobile Demo Page</title> <link rel="shortcut icon" href="/favicon.ico"> <link rel="stylesheet" href="../css/themes/default/jquery.mobile-1.4.0.min.css"> <script src="../js/jquery.js"></script> <script src="../js/jquery.mobile-1.4.0.min.js"></script> </head>