While developing websites is it a good practice to use CDN link for integrating fonts, jquery and all that stuff ? or is it better to keep the files on our own server. Suppose, I saved my jquery file in my hosted space which is in the USA and my browser makes a request for it.would it be better if I used CDN? so that the browser can get the file from the nearest CDN server is this the real logic of this? I mean is this how it works?
Which one is better using CDN or in our own server?
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Yes, location nearer user is one of the pros. But whether a CDN is right for a particular site is dependent on many factors e.g.server load and speed, location in relation to majority of visitors etc etc.
From your question I assume you are NOT talking about using a CDN like Cloudflare but something like "ajax.googleapis.com" which is often used as a "CDN" for fonts and commonly used code.
I guess usually it will do no harm to use a CDN and is probably beneficial (reduce international request/response delay which can be noticeable, reduces your servers bandwidth usage, and even local visitors may see some improvement).
Pros and cons not mentioned in your qn:
If you use a major CDN (e.g. Google) to serve fonts and jquery that are also popular with other sites - then there is a chance your visitor's browser already has a cached copy of the file for that Google URL and won't attempt to request it again. Speeding up display of your page in their browser.
Using a CDN may slightly increase risk of "broken" site. If you are using a CDN to serve jQuery then if EITHER the server OR the CDN is down your pages will be "broken". Unlikely but CDN outage is not unknown.
If all content is served from your site then the browser only has to do a DNS look up for one domain - if you are using CDN's the browser has to do additional domain name lookups; however the effect is probably miniscule.
So one of the main usages is the speed in the delivery process.
But you could also use the CDN as a layer of protection for your servers, for example, you could secure only allowing traffic from the CDN and reject other requests, so this becomes useful to protect against denial-of-service (DDoS) attacks. Some providers offer something call WAF Web Application Firewall.
At the end depends also on what kind of application you are serving and the CDN provider you choose, some of them handle for you the certificates, so you don't have to worry about getting a certificate or renew it like Cloudflare for example.