Adding javascript jquery to your wordpress

I am little bit confused in regards to adding javascript or jquery to my template. So i am hoping someone can clarify a few things for me.
I have the nest theme on wp 3.1.3 and i would like to to add some javascript. To use javascript do you first need to add this code wp_enqueue_script code in php functions? Or do you need to set WP_ DEBUG to true if yes, how do you do that? I have done some research but i get conflicting views. Lastly, can someone tell me the difference between javascript and jquery and which would be the most appropiate to use on wordpress? Thanks

[No bumping, thank you.]