A jurisdiction is an area with its own legal system. We distinguish between countries and jurisdictions because one country can contain more than one jurisdiction.
For example, within the United Kingdom, there are three separate jurisdictions: England & Wales, Scotland and Northern Ireland. In addition to this, the Crown Dependencies of Jersey, Guernsey and the Isle of Man (which make up part of the British Isles but are not part of the United Kingdom) are three separate jurisdictions.