The Jail is located on Larona Village. In the start of the game, the Jail is inaccessible and has a sign saying "Jail closed, apologies to criminal scumbags." However, once you hire a Warrior, Bertha Clink will be standing outside the Jail. After you complete her task she will enter the Jail, and you will be able to go inside. Inside, you will be able to retrieve tasks from Bertha Clink, the Jailer, which will involve catching Fugitives on neighbouring islands.