Adding custom javascript to a WordPress Theme. These would both go in your theme or child-theme's directory.

functions.php

<?php
function add_my_script() {
  wp_enqueue_script(
		'my-script', // The name of your script
		get_stylesheet_directory_uri().'/my-script.js', // Your script 
		array('jquery') // Dependencies - so it knows to put your script AFTER jQuery
	);
}    
 
add_action('wp_enqueue_scripts', 'add_my_script'); // The action that will add your script

?>

my-script.js

jQuery(document).ready(function($) { // You need to use jQuery not $ as WordPress runs jQuery in no-conflict mode (so $ doesn't work)
    // $() will work in here as alias for jQuery() inside of this function
    confirm('oh crap I am in the dom and executing....... yes?');
});