The word "jail" has many synonyms and I would bet "jaula" it's one of them (at least in Spain it could be). However I think is better if people from Mexico answer your question.

Mmm...It's difficult to answer because all the "mexicanismos" can be used In every context. And every "mexicanismo" can have a different meaning depending in which state of the republic you are. So...basically you have to know the context of the conversation to know the meaning of "jaula" jajaja

The mexican have many mexicanismos...may be they meant jail.