Setting Up Epics for your Project
Epics provide you with an additional hierarchy of story management, providing planning guidance for groups of issues within, or across, projects. This allows ScrumMasters and Product Managers to measure important groups of issues that are all related by a common theme.
See Creating an Epic and Adding an Issue to an Epic.
(Note: In JIRA, epic is a searchable field — see the JIRA JQL documentation for details.)
For more on Epics you may want to read over these two excellent articles:
Epics are implemented in JIRA Agile via a JIRA custom field of type 'label', which is used to associate cards with a parent epic.
From JIRA Agile 5.3, your JIRA Agile project must use the 'Scrum' template to successfully work with Epics. Upon applying this template to your JIRA Agile project, you will then be able to associate Epics with other JIRA Agile issue types and vice versa (as described in Working with Epics in JIRA Agile Classic).