Any tips on how to best connect an electronic drum set to jam? I have a roland td-15kv kit and keep getting terrible feedback when I try to connect to a jam.

You can connect your Roland TD-15KV drumkit to the computer with a USB cable.

Please see page 47 of the drumkit user manual:
https://static.roland.com/assets/media/pdf/TD-15_11_OM.pdf

After connecting the USB cable (and installing any necessary software from Roland), launch jammr and select the drumkit as the input and output audio device in File | Settings.

You will now hear the jam through the drumkit and others will hear your playing.