JAUD1 sounds like the audio jumper, I've found located near the side of the MotherBoard where the PCIe slots are.
JCOM1 sounds like your COM/Serial port or possibly USB, should be located on the bottom of the MotherBoard.
SYSFAN is going to be near the processor and have 4-pin, or, its going to be one of several 3-pin connectors located all over the motherboard. The 4-pin fan connector may be labelled CPUFAN.
I'm assuming you're connecting the PSU and the Case connectors to your MotherBoard, most everything will only fit where they need to go. Some jumpers (The J in all these stands for jumper) may look like other ones, but usually a pin is swapped around so you cannot plug the wrong component in.
Now, the Power Jumpers (the ones that detect the power/reset button, HDD light's and such) will usually be located near the far right/bottom hand section of the Motherboard and should be color coded to match the connectors on the case.
Let me know if this helps, otherwise taking some pictures and posting them may help out as well.