Add jQuery and CDN to all pages

Drupal behaviors is a replacement for $(document).ready(). It's not specific to modules; core, modules and themes can all add JS files, and these files can each add one or more elements to Drupal.behaviors. So the link I gave you is applicable also to your  JS file that you are adding to your theme.

In the background, Drupal core creates the Drupal object, with the behaviors element, early in the pipeline with this code:

window.Drupal = { behaviors: {}, locale: {} };

After that, core, modules, and themes, can add their own elements to the Drupal.behaviors element.

Bringing this all together. This code:

$(document).ready(function () {
  alert('The document has loaded');
});

is replaced in Drupal by adding an element containing an attach() method to the Drupal.behaviors object:

Drupal.behaviors.myModule = {
  attach: function () {
    alert('The document has loaded');
  }
};

When the document (page) has loaded, Drupal loops through all elements of the Drupal.behaviors object, and executes the attach() method for each object. In this case, it will pop up the the alert() text on page load.

Note however that there is one major difference between $(document).ready() and Drupal.behaviors. The former is only called on page load, the latter is called on page load and after any AJAX requests. It is called after AJAX requests, so that handlers can be attached to any new HTML being inserted in the DOM from the AJAX request. Due toDrupal.behaviors being called multiple times, the code below, which looks like it should be fine, can become a problem that requires a fix:

Drupal.behaviors.myModule = {
  attach: function () {
    $(this).click(function (e) {
      e.preventDefault();
      alert('Clicked');
    });
  }
};

With the above code, the click handler is attached on page load, and when a.some-selector is clicked, the alert will fire. But then, if some ajax on happens on the page, the above code is executed again, and the click handler is attached again. So when a.some-selector is clicked with the handler attached twice, the alert is fired twice. If more AJAX is fired, the handler keeps getting attached again again. The fix for this is to use once():

Drupal.behaviors.myModule = {
  attach: function () {
    // Loop through all instances of a.some-selector, and execute the
    // contained code, but only once. This code will not be executed
    // again for Ajax loads.
    $(once('my-module', a.some-selector')).each(function () {
      // Code in here is executed for each instance of a.some-selector,
      // and is only ever executed one time for each instance.
      // $(this) refers to the current iteration of a.some-selector.
      $(this).click(function (e) {
        e.preventDefault();
        alert('Clicked');
      });
    });
  }
};

Selectors found with once('my-module', a.some-selector') are only executed once (tracked using the key passed as the first argument, in this case my-module), so when a.some-selector is first loaded, whether that be on the initial page load, or a subsequent AJAX request, the handler is attached, but then on subsequent AJAX calls, will not be re-attached.

Final structure of the code, wrapped in an anonymous function:

(function ($, Drupal)N {
  Drupal.behaviors.myModule = {
    attach: function () {
      // Loop through all instances of a.some-selector, and execute the
      // contained code, but only once. This code will not be executed
      // again for Ajax loads.
      $(once('my-module', a.some-selector')).each(function () {
        // Code in here is executed for each instance of a.some-selector,
        // and is only ever executed one time for each instance.
        // $(this) refers to the current iteration of a.some-selector.
        $(this).click(function (e) {
          e.preventDefault();
          alert('Clicked');
        });
      });
    }
  };
)(jQuery, Drupal);