[jQuery] how to fetch data by php page from jQuery

[Xinhao Zheng]

hello everyone,
  I am just a fresher to jQuery.I like it very much.I need some help.

Is there any way to request a php file to fetch data from db in jQuery 
then operate on it use  js?Ajax can do it?

which format would be the best way to return the data,json or xml?how to 
deal with that in js?

I just want to implement a calendar and display data from db.

Thanks