JMS API is not part of JDK 6 as JDBC is. Why is JMS not a part of JDK? Is it because is very old with no progress?
I think you were perhaps referring to JMF instead (Java Media Framework)? That certainly fits your characterisation of "very old with no progress" ;-)
JMS is only an API that is meant to be implemented by a messaging system. When you install a JMS-compatible messaging system (e.g. Tibco EMS, Websphere MQ, etc.) a JAR defining the JMS API will be bundled with it.
The standard Java APIs are spread between JavaSE (standard edition) and JavaEE (enterprise edition). JMS is part of JavaEE. The JDK only includes JavaSE.
Which isn't to say that JMS isn't old - it is, and hasn't changed for years. It's not the nicest API Sun ever produced, but it does the job.
Just as the JDK includes an implementation of the JavaSE APIs, if you want to use any of the JavaEE APIs, you need an implementation of those. JMS has many implementations, some of which come as part of a JavaEE appication server, others are standalone implementations.