When a Z particle decays into a quark and an antiquark, they will move from each other with high speed. At a distance of the order 1 fm (= 10-15 m) will the strong force prohibit that the quark separates further, and instead will new quark-antiquark pairs be created.
This process will finally give rise to two jets of particles, one jet from each quark. These jets mainly consist of mesons.
If one of the quarks emits a gluon at en early stage, then will this gluon also create a jet and we get in total three jets in the event. It can also be that several gluons are created and we get more than three jets, but this is not so common.