Users who are familiar with EDT on VMS will find the emulation of EDT's keypad commands to be quite complete. However, the line mode commands are quite different. Typing gold keypad-7 followed by exit will exit the program; jed will ask you whether or not you want to save your file. (It's a good idea to say yes!)
Don't use CTRL-Z to exit - remember that's a shell command to stop your process! (If you do accidentally type CTRL-Z, you will be returned to the shell prompt. Type fg to return your editing session to the foreground.)
Note also that, when editing a .c or .h file, jed does automatic formatting of tabs, returns, and braces ({ }). (Users can configure jed by editing the file .jedrc in their home directory; see the manual page on jed for more information).