In the web page referenced above you will see three main columns. The first column shows the properties of the global jQuery object (window.jQuery). The second column shows the properties of the object returned by window.jQuery(‘p’) and the properties of the object window.jQuery.fn. When you call the jQuery function, the first thing that it does is to create a copy of the window.jQuery.fn object. It then looks at the arguments of the function (‘p’ in this case) and creates a list of elements matching the criteria (in this case, all elements having p tags). The elements are attached to the object using numbers as the keys, the value of the length property is set to the number of elements, and the selector property is set to the parameter for the function. After this is done, the function returns the object to the calling routines.
The window.jQuery object is actually a function object, which means that it contains the source code for a function in addition to the other properties. The source code for the jQuery function and the jQuery.fn.init function (called by jQuery) are shown at the bottom of the page. Don’t worry if you have problems understanding it.