Jigsaws can cut into various materials like plywood, lumber, metal, plastic, etc. It cuts curves, circles, or in a straight line. But how thick it can cut through depends on the blade you're using. The jigsaw obviously can't cut into anything that’s thicker than its blade’s length.
Another factor is the fewer teeth on the blade, the thicker material it can cut. The general blade is about 4 inches, so you can expect a cut as deep as 3 inches.