Perhaps you are assigned an action item in Fellow and there is no corresponding ticket in Jira, though you would like there to be.
It's all good! With out Jira integration, you can just type out the action, and click on the triple dot option next to the avatar. This will give you the option to "Link to Jira"
This will then open a modal where you can "Create new issue".
Here you can select the Project, choose an issue type, and edit the title of the action.
Conversely, you can "Unlink from Jira" using the same mechanism (clicking on the triple dot menu next to the avatar)