Scrum and Kanban are the two agile software development methodologies that have been supported in Jira through an add-on called Jira Agile. Starting with Jira 7, Atlassian has added this support into their Jira Software offering, making agile support a first-class citizen in the product.
If you are already familiar with Scrum and Kanban, feel free to skip this section. However, if you come from a more traditional waterfall model and are new to the agile methodologies, then here is an overview of them both. I would strongly recommend that you pick up an additional resource to learn more about each of the methodologies. A good place to start is the Kanban Scrum minibook, which can be found at https://www.infoq.com/minibooks/kanban-scrum-minibook.