They do different things.
jQuery is a JS library that mainly does a couple of things:
Lets you stop worrying about browser quirks so much -- it provides consistent behavior even if different browsers have drastically different implementations of Javascript. This was a big problem in the past with Internet Explorer being so different from other browsers.
Lets you express complex actions more succinctly. jQuery, as a framework of sorts, encourages a very different coding style which is typically less verbose than raw JS. It's sort of like using ORM to access your database instead of writing raw SQL.
Angular is a more modern framework that goes even further and eliminates the need to write JS at all for a lot of functionality commonly needed for a web application. It's really useful for situations where you have a page loading complex data and changing constantly, etc.
