Yes. Your computer needs to be powered on and connected to the network for you to be able to access it using Jump Desktop. Please make sure your power settings are set to keep the computer on when connected to a power source.
On Windows open up the Power Options applet in the Control Panel and make sure your PC is set to not go to sleep when connected to a power source.
On a Mac open up the Energy Saver options and make sure it's set to never go to sleep in the Power Adapter section.