There are various terms used in building construction to describe the openings in wall and Jamb and soffit are two of those. let me show you some pictures for better understanding.
As its clearly shown what Jambs and Soffits are but still, lets look at the definitions.
Jamb-it is the member to either side of the opening or you may say the vertical members of door and window opening.
Soffit– It is the horizontal bottom facing portion under the lintel or you can say the horizontal area within the thickness of a wall below the head of the opening.
Note– don’t get confused with the members and components of door and windows. They have different names and purpose. for now i have added one more picture for reference.