To send function keys to the remote computer make sure you press the fn button on the bottom left hand corner of the Mac's keyboard while pressing the "F" keys in the top row.
If you don't have the fn key or want to use the F1, F2 etc keys without pressing the fn key you can set the following in your Mac's settings: System Preferences -> Keyboard -> Keyboard -> CHECK Use F1, F2, etc. keys as standard function keys.
Macbook Touchbar users: If you want the F1, F2, etc. keys to be displayed by default on the Touchbar while using Jump Desktop you can set this in: System Preferences -> Keyboard -> Shortcuts -> Function Keys -> Click + -> Select Jump Desktop from the list of apps and then click Add.