By default, the compliance tasks ComplyJet generates (from Home → Tasks) only live inside ComplyJet. If your team already tracks work in Jira, Setup → Settings → Tool Preferences lets you connect it so those tasks get created there too.
Under the Task Tracker section:
Flip Enable Task Tracker on.
Pick the connected provider under Task Tracker Integration — this list is populated from whatever you've already connected under Setup → Integrations' Task Trackers category, so connect Jira there first if it isn't showing up.
Save Tool Preferences.
This is a company-wide setting, not per-task — once enabled, it applies to task creation going forward rather than being something you toggle per compliance item.

