You should edit the Systems > Model > Hero. Add an event for a particular keypress and use the command move object > Jump. There will need some configurations to make it look nice, it's a native thing, and jump command might get more options later. Currently it's a bit "rigid".

This is awesome! I managed to make the hero jump. But now he's only jumping on the spot. Any way to make him jump along with the walking direction?

Update:
Okay, I tried to make the hero jump while moving in a direction at a same time. I tried making the jump offset in the direction and also the jump occur when two buttons are pressed (i.e. Space + A). However, after much testing, it seems like having two combined keypresses does not work at all? I tried it with plaining walking north but the hero just stays still.