JMS - Java Messaging Service - is a protocol for sending and receiving messages over Java Messaging Servers.
JMS Server can be a separate standalone application OR it can be embedded in another application. When you send a message to a JMS Server, one or more other applications can retrieve that message. The message itself can be text, binary, xml etc.
Messages are sent to what is known as Topics or Queues.
There is a lot of information about this, just google it.
It might help if you ask a more specific question.