what is the best place to learn these
They are two very different things; jQuery is a framework for JavaScript while XQuery is a query language for XML.
First and foremost, JQuery and XQuery are completely and wholly unrelated. Secondly, you should be able to find general definitions and introductions with a simple internet search (without asking the community first-hand).
JQuery can be learned fairly easily from their online documentation. http://docs.jquery.com/Main_Page
You can build fully fledged web application using JQuery/XQuery. An example of such application is available at http://windycitydbdemo.my28msec.com/.
The database / application layer is fully implemented in XQuery and the client side is done using JQuery. For more information you should check out Sausalito at http://www.28msec.com/.