You can load jQuery from a CDN with the following layout XML, placed within your
<default> handle in local.xml or other layout XML file:
<block type="core/text" name="head.jquery">
<text><![CDATA[<script src="//ajax.googleapis.com/ajax/libs/jquery/3.3.1/jquery.min.js"></script><script>window.jQuery||document.write('<script src="//ajax.googleapis.com/ajax/libs/jquery/3.3.1/jquery.min.js">\x3c/script>');</script><script>jQuery.noConflict();</script>]]></text>
Replace the version/URL accordingly.
Is it worthwhile?
Whether or not you will get much of doing this is debatable.
In my experience I've found that it's generally better not to do this; jQuery's size after gzipping is pretty minimal compared to things like product images, and it can slow down local development if you have connection problems while working.
Note: code snippet taken from answer to this question, which appears to be valid.