I don't exactly know how to describe what is very often called the system tray, also known as the notification area under Windows 10, other than to say it's a part of the taskbar, and located to the right side of the taskbar in its own section. Windows Key+B has the shortcut to throw focus to it for a very long time. Under Windows 10 the first item will always be the overflow area chevron, which gets announced a couple of different ways depending on the screen reader, and where icons that you don't want to have to deal with all the time get tucked. The ones you do want to have in the notification area all the time are shown to the right of the overflow area chevron.
I can't remember now which JAWS setting it is that controls whether the JAWS window will appear in the taskbar items that you can get to via ALT+TAB to cycle through them, versus in the system tray/notification area. I know it exists, and even dealt with it recently, but I can't recall its location in the JAWS settings at the moment and don't have JAWS 2021 handy to check to see where it is. Unless they've changed something recently I believe that the JAWS window will appear on the taskbar unless you tweak the setting that says to run it from the system tray. I could, of course, be remembering the default state incorrectly.
Brian - Windows 10 Pro, 64-Bit, Version 2004, Build 19041
The purpose of education is not to validate ignorance but to overcome it.