[jquery] How do I add a simple jQuery script to WordPress?

Beside putting the script in through functions you can "just" include a link ( a link rel tag that is) in the header, the footer, in any template, where ever.

No. You should never just add a link to an external script like this in WordPress. Enqueuing them through the functions.php file ensures that scripts are loaded in the correct order.

Failure to enqueue them may result in your script not working, although it is written correctly.