It depends on what you're interested in doing. If you want to use your own custom JQuery in an app to affect the way app content is presented, you can do this and quite easily. I suggest you check out the Getting Started app that ships with Splunk. This app contains JQuery/custom JS that is used to show/hide menu items and TOC. That should be enough to get you started building your own custom JS into your app.
The other option for including custom JS is building a custom event renderer. This is useful if you want to change the way your events are displayed in Splunk Web. Documentation for this is here: http://www.splunk.com/base/Documentation/latest/Developer/EventRendering. In fact, I'd suggest perusing that entire section of the Developer Manual, since there are other options for customization that might work for you: http://www.splunk.com/base/Documentation/latest/Developer/CustomizationOptions
If you want to change the modules, as Nick mentioned, there is no documentation on this and there is no real support for doing this, yet.
Can you clarify what exactly you're interested in doing with your JS/JQuery and then we can give you more specific instructions?
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