First lets install some plugin to show the latest tweets in wordpress. The plugin that I used is this one: http://wordpress.org/extend/plugins/twitter-for-wordpress/
You can use any plugin.
Install and put the widget in some position.
Here is an example of the output needed for the jQuery to work correctly:
<div> <p>A tweet is here</p> <p>Another tweet here</p> <!-- cont... --> </div>