it is very simple.
1. link to the jquery library in the <head> of the document.
HTML:
<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1/jquery.min.js"></script>
2. search for a jquery slideshow, find one you like the look of.
this was the first one I found
http://jonraasch.com/blog/a-simple-jquery-slideshow
3. Download the zip file and extract it. usually there is an index.html page that has info on how to install, or the site you downloaded it from would have instructions. or it will have a readme.txt. follow the prompts.
4. link the scripts and css to your html document
5. add the hook.
6. open in your browser and test