You can import ReqIF formatted requirements, which you export from Jama, in two ways:
First, you can use the Import workflow via the Requirements Editor UI. Simply follow the instructions documented here.
Here is a simple example, using a dummy ReqIF file named "dJamaHLRwithLinks.reqif"
slreq.clear;
reqIFFileName = "dJamaHLRwithLinks.reqif";
[~,~,newReqSet] = slreq.import(reqIFFileName);
slreq.open(newReqSet.Filename);