This Forum thread: https://forum.mendix.com/link/questions/87702 outlines the approach you would need to take to integrate Jira with Mendix so that Jira stories could be created in the Mendix platform.
Briefly, you would retrieve stories from Jira using the REST api provided by Jira and then create stories in the Mendix platform using the stories api (documentation here: https://docs.mendix.com/apidocs-mxsdk/apidocs/stories-api)
Hope that helps,
Ok, you will be consuming a web service (in this case its a Mendix web service being consumed by a Mendix app)
Follow the directions here: https://docs.mendix.com/howto/integration/consume-a-complex-web-service
You can find the link to the Stories WSDL file you'll need on this page: https://docs.mendix.com/apidocs-mxsdk/apidocs/stories-api
And authentication information can be found here: https://docs.mendix.com/apidocs-mxsdk/apidocs/authentication