Is it okay to jump during a workout class during pregnancy?

Depends. So this answer depends on trimester and how your pregnancy is going. Many people can safely do high impact aerobics into second trimester than move to low impact. Joints get looser during pregnancy so proper technique is important. Check with your doctor to make sure you do not have risks that preclude jumping.
Absolutely. The exception would be if you have shown signs of preterm labor or if you have reached that point in pregnancy where your stomach is large enough that it has a mind of it's own, i.e., it goes up while you're going down and vice versa. That can be very painful and potentially tear or strain sensitive tissue. But your baby is well-protected in the ultimate bomb shelter.