Put them in your jar and cover with the cheesecloth so they can't get out. Go inside and put the jar on a table. Dim the lights in the room you are in. Observe the fireflies. You will see their little lights are on the under- surface and at the very tip or end of their bodies.
Some people call their lights their taillights.
Watch them flash on and off their lights. You will see that they do this in a rhythm and pattern. If you have a magnifying glass, use it to look more closely at the insects. Feel the outside of the jar. You might think the jar would get warm from their lights flashing so much.