The dealer or locksmith will use a scan tool to communicate with the vehicle's computer and add the new fob's transponder chip to the vehicle's memory. They'll likely need the vehicle's VIN and potentially a key already programmed to the vehicle.
Trying to program it yourself without the proper tools will not work and may even lead to locking yourself out of your Jeep. The cost of having a professional program it is significantly less than the potential cost of dealing with a locked-out vehicle or the cost of replacing the entire ignition system.