I am trying Jquery Autocomplete element.In code I can see following import and references
<link rel="stylesheet" href="../../themes/base/jquery.ui.all.css">
<script src="../../jquery-1.6.2.js"></script>
<script src="../../ui/jquery.ui.core.js"></script>
<script src="../../ui/jquery.ui.widget.js"></script>
<script src="../../ui/jquery.ui.button.js"></script>
<script src="../../ui/jquery.ui.position.js"></script>
<script src="../../ui/jquery.ui.autocomplete.js"></script>
<link rel="stylesheet" href="../demos.css">
I copied all files mentioned above in my folder and changed path to
<link rel="stylesheet" href="jquery.ui.all.css">
<script src="jquery-1.6.2.js"></script>
<script src="jquery.ui.core.js"></script>
<script src="jquery.ui.widget.js"></script>
<script src="jquery.ui.button.js"></script>
<script src="jquery.ui.position.js"></script>
<script src="jquery.ui.autocomplete.js"></script>
<link rel="stylesheet" href="demos.css">
But it looks like some css is missing

How can I find the dependent JS and CSS (Without reading complete JS and CSS source) ?
Download the module from http://jqueryui.com/download ticking the appropriate boxes, this will deliver a single minified js file (and the required jquery library) as well as a directory containing all the (theme specific) CSS you need.