You can pretty much put files anywhere within your ST-Packages folder and they will work okay. I would, as you suggest, create a jQuery folder.
A fork of that jQuery package is available via Package Control. It's best to install via Package Control whenever possible, as the files will be put in sensible location(s) and the package will be updated automatically.
If you prefer, I have a (single) jQuery-completions file available here
to just source.js
. [Otherwise, you'll need a jQuery syntax (.tmLanguage) file!]
There's a bit more information about my completions on my Wiki.
"I'm here to save your life. But if I'm going to do that, I'll need total uninanonynymity." Me Myself & Irene.