If you are looking to capture the 'Activity' level of the Story Map, as explained in Jeff Patton's original blog on the practice, we recommend you:

• create a Jira component per Activity 
• filter Epics using components on the Story Map

Jeff originally shared this hierarchy:

The nomenclature of the hierarchy differs in Jira as it provides the elements with different names. For example:

• Project = Jira Project
• Activity = Jira Project Component
• Task = Epic Issue Type
• Sub-tasks or task details = Story Issue Type

To view a particular activity on the Story Map, filter Epics by the activity component under the Filters menu. Example below:

If this does not solve your issue, please reach out to our Customer Support Team and we will be happy to help!