From a webserver point of view a jquery website is the same as a standard HTML website. The webserver delivers files, they may be static or generated on the fly.
Usually an Arduino webserver is just handling a control website for a specific purpose like measuring temperature, humidity or pressure and maybe reacting on that or on a web command to control physical devices like water pumps, lights or the like. It's much underpowered for delivering pages to the public or sites with lots of graphical files. If you need that use a standard webserver to deliver the content and get the commands. From that web server send just the commands to the Arduino or get sensor values from it.
The later solution is also better suited if you wanna do a lot of AJAX stuff on you site because the reaction time of the Arduino may be not what you're used to if you're familiar with standard web servers (on big Intel based machines).