A Jump Drive is a device needed to make a Jump. When at a Jump Point, an already distorted point of space linked to a second distorted point in space, the jump drive is used to manipulate space-time in such a manner as to allow a vessel to transit from the first point to the second.
You must have a Jump Drive installed to utilize the Jump Network. In the case that your ship is not yet equipped with a Jump Drive, you can buy one. See the Manual entry Upgrades Screen for instructions on how to do so.