While most steps have lines leading away from them, a Jump Step does not. After the jump is defined, you will see a link to the right of the step.

Here's an example:

If you click on the link in the upper-right corner, the designer selects the step being jumped to. In this figure, this is step in the lower-left corner.

Three of the steps in this figure have small arrows similar to a Jump Step in their upper left corner. This lets you know that another step is jumping to it. If you click on a small arrow, the editor displays a dialog that names the steps jumping to this step. If you click on one of these "jump from" steps, the editor focuses on that step.