To send a feature as a User Story or an Epic in Jira follow these steps:
Open a feature you would like to push to Jira.
Click on Push to Jira button.
On the top of the dialog select to either Push a feature as a new to create a new Story, Epic, or such or to link to the one you already have in Jira.
For pushing as new:
Select Jira Project.
Type the name that will be used in Jira.
Select what will that feature be: Epic, User Story, Bug, Task, or a Subtask.
For linking to existing:
Type the name.
Find the best match. If no matches found consider pushing as new.