A jamb is one of the upright boards or posts that support a door or window frame. Your front door shuts securely in between two jambs.
When a house builder frames a doorway, she sets two jambs at the sides of the opening, with what's called a lintel at the top. The door fits between the jambs. Windows have jambs too — if you replace your existing windows, you may need a whole new frame, including new jambs. The Old French origin is jambe, which means "pier or side post," but was originally "a leg or a shank," from the Late Latin gamba, "leg."