In directions: to move one or more streets to the right or left before continuing in your previous direction. For example, to "jog left" means to turn left and then right.
The expression, however, has a far longer history - dating back in Scotland to at least the 1640s, when it appears in Francis Semphill's popular song "Maggie Lauder"
Jog on your gait, ye blatherskate,
My name is Maggie Lauder.