Asynchronous Calls in SharePoint with JQuery

I am pretty new to SharePoint development. I need your suggestions on using jQuery with Sharepoint. I want to do some asynchronous calls to database like cascading DropDowns etc. Like in normal web site we can create a page开发者_如何学C and call cs methods from JQuery. My question is how about SharePoint, how we can achieve the same in SharePoint development.

Please suggest

Kind Regards Vivek

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SharePoint will just change the way you deliver the code to your website. Try creating a webpart first. You will need to include a link to jquery in your masterpage.