JQuery is one excellent way to make a dropdown menu (assuming that's what you're talking about). It's certainly not the only way. Browsers with JS disabled won't be able to use them, so that's an issue.
A lot of people disable JS in their browsers. Some consider it an invitation to viruses, Trojans, adware, and other uglies that infest their computers. You're looking at up to 10% of your user audience who keep JS off, so if your menu doesn't work without JS, you're creating an issue you may not want to deal with. But not to worry, there are plenty of CSS-only dropdowns out there.