It is debatable whether or not you should process the jam in a water bath or in a pressure canner. While people have been canning jams and other foods without a water bath or pressure canner for generations, there is a risk of your canned goods developing a certain bacteria that is deadly for human beings. While you can skip processing your jars and not die from harmful bacteria, you are running the risk that one of your jars can be dangerous to you or those in your household. So, just to sleep well at night I would recommend you do a water bath or pressure canner processing of your jams. However, if you do decide to skip the water bath step, make sure to sterilize your jars. To sterilize the jars in the oven, preheat the oven to 350F/175C with the jars in and let them stay inside for 20 minutes (don't place lids into the oven as the rubber ring will burn). Another step you can take is to turn the jars upside down right after filling and sealing them to make sure the lids are sterilized as well. If you do process the jams in a pressure canner or a water bath then you don't need to sterilize your jars. All you need to do is to wash them in warm soapy water along with the lids to make sure they are clean.