Jira connection supports basic authentication with username/password or OAuth. Jira recommends OAuth as it is more secure. There is a page explainig OAuth support for Jira.
This quickstart uses the OAuth approach.
Before you add the Jira connection, you should setup an Application Link on Jira server.
Then after that, you can add a Jira connection.
Figure 1. Create Connection
After you set the parameters, validate the connection.
Figure 2. Configure Connection
Figure 3. Save Connection