Most common classes and packages files are copied (and thus installed) in your TeX install tree when you install a LaTeX distro (MikeTeX, TeXlive, MacTeX, etc.) on your OS. Thus, (La)TeX knows where to find relevant files when you compile your .tex document.
But in some cases (yours, with the jfm class), the class or package is not embedded in the TeX distro you installed. Since "installing" a class or a package is just copying its file (.cls or .sty, respectively) in a folder where (La)TeX will look for it, you have two possibilities (i.e. two loctation where (La)TeX will look for it):
- Copy the
.cls file in your local TeXmf tree (hint for TeXlive, and for MikeTeX). This will make the class/package available for each project you'll create.
- Or copy the
.cls file in the same folder than your .tex document. It is the easiest, but you will have to repeat it for each new project.
.clsfile (or basically everything that was in the.ziparchive) in the same folder than your.texdocument? – ebosi Oct 26 '16 at 12:21