Was the dog described as cat friendly/cat experienced?
Would you say the dog is 'going for them' in an 'playful' way, or would you say it is 'prey' behaviour? Or would you say you wouldn't know the difference?
Terriers can get on with cats, especially if raised with them - My Murphy (Glen of Imaal Terrier) is testament to that - but to introduce a
JRT
that has no cat experience is going to be hard work and not something I personally would take on as I don't have the experience.
IF (and only if) the dog is
definitely cat friendly, I would work on training a desired behaviour upon seeing the cats. One of my Chinese Cresteds had taken to chasing the evil cat - not the brightest CC alive

. I had already trained a good 'leave it' command, so used that to get him to leave the chase, then used his recall to get him to me, then 'hup' to get on the sofa. With a pocket full of treats, I got the behaviour so ingrained that the cat comes in the room he (mostly) comes and sits on my lap.
Unfortunately the cat then comes and sits on my lap also, and I end up with a dog trying to play with a lethal killing machine close to my flesh

Then the other dogs join in - then the other cat
Probably best not to take advice from me
HOWEVER, if there is any question that the dog is not cat friendly, please consult the rescue you got the dog from. A JRT is a proper terrier and can have a full on prey drive - if this dog has no cat experience I would be concerned for your cats' safety.