There is no 'proper' way to do this in MVC, it is up to you entirely.
There are several common ways to do this.
You could place JQuery functions 'inline' within your views by placing them in script tags
e.g.
<script>
$('a').click(function() { alert("Click"); } );
</script>
However, this is not generally recommended, as it makes your JS harder to manage and re-use and bloats your HTML. You'd probably only do this if you had a real small piece of script, and didn't feel it was worth creating a new file for.
Alternatively, you could place your html in separate js files, and include reference to these in your views e.g.
<script src="~/Scripts/mycusomtjquery.js"></script>
This is better, as it does allow re-use and doesn't bloat your HTML, plus the browser is able to cache it.
An even better option is to take advantage of the Bundling feature in MVC 4 and use this. Place your js in a seperate file, register it as a bundle, and render this in your view
e.g.
Create you js in seperates files and place your custom code in there.
Place this in App_Start\BundleConfig.cs
bundles.Add(new ScriptBundle("~/bundles/mycustomjquery")
.Include("~/Scripts/mycustomjquery.js")
.Include("~/Scripts/myothercustomjquery.js"));
Add a call to render the bundle in your view
@Scripts.Render("~/bundles/mycustomjquery")
This will render your js in a minfied and merged manner that can be cached by the broswer.
You can configure this to suit. Choose how to bundle up your js files, how many actual js files to make, where to render them etc.