How to 'minify' JavaScript code, like jQuery is minified

jQuery has two versions for download. One is Production (19 KB, minified and gzipped), and the other is Development (120 KB, uncompressed code).

Now the compact 19 KB version, if you download it, you will see is still a JavaScript executable code. How did they compactify it? And how can I 'minify' my code like that too?