Question: I would like know what is the difference between the Quartz Scheduler and JMS, and in what situations is better to do the use of the tools...

Answer: 
The Quartz scheduler is basically about running tasks in / to a schedule. For example, "do XYZ at 10 am every Friday".

JMS is about reliable sending, queueing and delivery of messages between different Java programs (clients) potentially running on different machines.

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As you can see they perform mostly unrelated functions. Use which ever provides the functionality that you actually need ... or both if you need both scheduling and queuing.
One other difference is that Quartz is a ready-to-use **product**, and JMS is only a **specification** (requires you to select an implementation to use it).