Include the plugin from a CDN or locally after including jQuery. Then attach the .validate() method to the form in order to initialize the plugin. Within this method you can define your rules, custom messages, and other options.

<script type="text/javascript" src="//cdnjs.cloudflare.com/ajax/libs/jquery/2.1.4/jquery.js"></script>
<script type="text/javascript" src="//cdnjs.cloudflare.com/ajax/libs/jquery-validate/1.14.0/jquery.validate.js"></script>
<script>
    $(document).ready(function() {  // <-- ensure form's HTML is ready
    
        $("#myform").validate({  // <-- initialize plugin on the form.
            // your rules and other options,
            rules: {
                first_name: {  // <-- this is the name attribute, NOT id
                    required: true
                },
                last_name: {
                    required: true
                },
                phone: {
                    required: true,
                    digits: true
                }
            }
        });
    
    });
</script>

Every input considered for validation must contain a unique name attribute; and this is how the plugin keeps track of the inputs. The corresponding HTML markup:

<form id="myform">
    <input type="text" name="first_name" /><br/>
    <input type="text" name="last_name" /><br/>
    <input type="text" name="phone" /><br/>
    <input type="submit" />
</form>