First you have to find the .desktop file for JDownloader.
You can do so by checking these folders:
1. ~/home/${USERNAME}/.local/share/applications (If you are unable to find .local press Ctrl + H to unhide Hidden files.
2. ~/usr/share/applications
3. It will appear in Your Desktop if you installed JDownloader manually (not by snap).
NOTE: The file might have different names like install4j_105m6n-JDownloader2 but it will always carry JDownloader in its filename
Now open .desktop file of Jdownloader in Text editor.
(If you are on Desktop then right click and click on "Don't allow launching". You will be able to open the file.)
Now open JDownloader (Ignore that it opens in a separate window)
Hover over the icon of JDownloader in Dock (Taskbar). You will see some text (In my case it is Jdownloader).
Go to your .desktop file and write that text in "StartupWMClass" area
Save the file and your work is done.
If you edited the file on your desktop, Copy the .desktop you edited and paste it in
any folder mentioned above in 3 and folder.
NOTE : Paste it in one folder only or two shortcuts will appear if you paste in both.
Have a nice day.