The Jedi IDE itself is a highly sophisticated cross-platform application entirely written in Jazz that can serve as a great source of examples.
Under the "Tools" menu you'll find "Explore Views" that can be used to explore and inspect the elements of the UI. Amongst other things, when using the "Explorer Views" mode, if you move your mouse over any action widget (button, menu item, ...) and right-click, this will bring a menu with an "Edit Action Handler" item that will bring you to the source code implementing that action. From there, using F12 (Find Definitions) and shift-F12 (Find References), it should be easy to explore how anything in Jedi works.
For simpler examples, Jedi also comes with some bare-bones project templates. In the "File" menu, select "New Project..." and then Jazz / Application / Empty or Standard, give it a name and click OK. Then simply press F5 to launch it under the control of the debugger.