JAI-ImageIO will register with the Java ImageIO api, so you can use it simply by using jai-imageio jars in the classpath that invokes the usual ImageIO methods such as ImageIO.read (file).
The problem with jpeg may be that Java has a jpeg reader in IIORegistry by default, and you may have to choose the right one manually using something like ImageIO.getImageReadersForFormatName ().
Another thing with more esoteric formats is that JAI ImageIO usually has two implementations - one pure Java and the other using its own binary libraries, so make sure you include * lib-wrapper.dll (or something, what suits your specific OS) in LD_LiBRARY_PATH or in your program’s working directory. A native implementation usually supports mode format options than pure-java.