A jira-issue can be linked to a Objectives only.
To link a jira-issue from the plugin click the "Link Jira Task", find the respective task and make a link.
BTW: if you want to track issue but don't want your objective grade been affected by this task, turn off the contribute toggle.
When Jira Epic or Issue is resolved - progress of Key result will be also updated automatically. No manual work to update status of Key result is needed