This based on my experience using JQuery Ajax on Django Framework, the first thing and basic thing to do setup JQuery on Django is about static file.
What is static file ?
Let say static file is file that never changed when page is loading, if you already familiar with web programming you should know about .css, .js , image file, .html file. And then let say those file is static file :-).
How to setup static file on Django ?
# Create static folder under your Django project, place it in same directory as manage.py