Is there any way to test the connection and setup prior to joining the jam?
If you have the “Play back my audio” setting enabled then you hear yourself exactly the way others hear you. Make sure to use headphones if you are using a microphone though, because otherwise there may be feedback if the microphone picks up the speakers.
There are empty public jam sessions you can join if you want to try out different audio settings.
Also I got the files from the jam but many people are without sound. What exactly are these files?
You can download a .zip file with the individual tracks of the recorded jam. Each user's audio is a separate audio file. If they were not playing or had the Send button disabled, then that portion of the track will be silent.
The individual tracks are mostly useful for remixing the jam session later or to check out the details of what someone played. If you just want to listen to a recorded jam, there is a web player or you can download a single .m4a file.
If you are in a jam and you press SEND to start participating what happens if you hit SEND again? Is it a toggle so when you first press it your in and then when you press it again your out? When I push send I get no visual indication that I am or am not connected.
Send it a toggle button. It should change color, indicating whether it is enabled or not.
If you're not sure, press the Metronome button and compare the color. You'll hear if the metronome is on or off. They are both toggle buttons.