For information on linking git commits to Jira, see Linking git commits to Jira issues.
Associate branches to a Jira issue by inserting the Jira issue key to the branch name when creating them.
Select the master branch dropdown.
Enter a new branch name on the search box. Mention a Jira issue key in the name to associate it to the said Jira issue.
Click the result to create the new branch.
Set base and compare as required. (branch to master)
Enter a new pull request title on the provided box. Mention a Jira issue key in the title to associate it to the said Jira issue.
Also, mentioning a Jira issue key on the description will associate this pull request to the said Jira issue.