Jigsaw learning relies on having a large enough class of students studying roughly synchronously (rolling course enrollments won't work here). Divide your students into groups of five or six, and then breakdown a class project into five or six components so each group member is responsible for one element of the project. Each element needs to be essential to the overall project, so that students need to work together to arrive at a completed piece of collaborative work.
Chris Browne from the Australian National University has done a great video on Jigsaw learning here:
The video is particularly good for giving an overview of both what Jigsaw is, and how you can use Moodle tools to support it (note: Moodle is referred to as Wattle at ANU and in the video).
The website http://www.jigsaw.org/steps.htm also gives a detailed explanation. If you're looking for a learning method that allows for students to learn by doing, within a group based setting, this technique could be for you!
