Is equivalent to setting up every other wordpress plug ins?

Not necessarily, you type of need to go with the mystery just a little.

To begin with, make certain you are including jQuery the 'right' way (Wordpress features a copy):

 <?php wp_enqueue_script("jquery"); ?>

Within the header, range from the wordpress plugin script how you would, eg,

 <script type='text/javascript' src='source/script.js'></script>

After which when you're writing your script, make certain it's in no-conflict mode:

 (function($){
    $(document).ready(function(){
       //Scripts go in here!
    });
 })(jQuery);

After which stick the particular script within the jQuery no-conflict wrapper.

Hope this can help.

I'd supplement saibot's answer by stating that, rather than a raw <script>...</script> block, you need to use [cde] also when such as the wordpress plugin script:

wp_enqueue_script()