This has nothing to do with jQuery, just JavaScript in general.
To create an array in JavaScript:
var a = [];
Or:
var a = ['value1', 'value2', 'value3'];
To append values on the end of existing array:
a.push('value4');
To create a new array, you should really use [] instead of new Array() for the following reasons:
new Array(1, 2) is equivalent to [1, 2], but new Array(1) is not equivalent to [1]. Rather the latter is closer to [undefined], since a single integer argument to the Array constructor indicates the desired array length.
Array, just like any other built-in JavaScript class, is not a keyword. Therefore, someone could easily define Array in your code to do something other than construct an array.