First, make sure you need JQuery. See the note about using it in a Mendix widget here.
If you do need it, the JQuery file that you can pack in a Dojo-based Mendix widget is pre-modified to work inside a widget. So, if you want to use a newer version, it will probably need the same edit. Diffing the official 1.11.2 version vs. the one in the widget template shows one change:
On line 10306:
if ( typeof define === "function" && define.amd ) {
define( "jquery", [], function() {
return jQuery;
});
}
becomes
if ( typeof define === "function" && define.amd ) {
define([], function() {
return jQuery;
});
}
That did it! Thank you very much