jQuery is an abstraction over DOM, XHR and some other browser APIs. It was particularly valuable when these APIs were largely inconsistent across major browsers. That scenario has significantly changed with evergreen browsers becoming ubiquitous.
Contrary to popular perception, jQuery is still relevant because many of jQuery's higher level APIs are more succinct and elegant than native APIs which are, in many cases, quite verbose by design.
React is different in the sense that it is a component management library as opposed to a utility library wrapping browser APIs. Using React implies that you adhere to a recommended methodology (component oriented structure) for defining your user interface, and structure your interactions around well defined lifecycle hooks and if the recommended conventions are followed correctly React gives you some very interesting optimizations for free, the crux of which is that it allows you to think that your entire component hierarchy is rendered top to bottom on every change, but internally minimizes the actual DOM changes that happen to keep the application performant.
So even the roles played by jQuery and React somewhat overlap when it comes to user interface management, they are built around different objectives. React, in particular, is entirely agnostic to communication management etc. So it is not correct to assume that anything that can be done by jQuery can be done by React and vice versa.
I recommend getting familiar with javascript fundamentals, and browser APIs first (MDN is a great resource) and then start with higher level opinionated libraries like React. jQuery is a lot less relevant in present world, and you can gradually pick it up "on the side" during your projects, especially when scenarios like legacy browser support or integration with some pre-existing jquery based code inadvertently pops up.