I’m following this tutorial but it doesn’t tell me how to run this jQuery script. Since this script will be run pretty much everywhere, I should attach this script to the Masterpage right, but how?
I guess what I’m asking is, what HTML tag do I need to reference the jQuery script, and where to put the jQuery code.
I have this library already in my project:

Thanks.
jQuery is a client-side scripting tool. ASP .Net is a server-side language.
You are correct, to add a reference to jQuery for all pages it is a good idea to use a master page for this purpose.
In the master page, you simply add the HTML script reference to the master page:
Add a script element for each of the jQuery scripts. Make sure the jquery-1.4.1.js is the first referenced though.
Also make sure you use the
<script></script>instead of<script/>due to some browser issues.Some newer Visual Studio MVC project files do this script referencing for you (as Lenial mentioned), and this may be easier.