She is a victim of Scissorwalker and killed in Scenario One. The discovery of her body is optional, although necessary to continue towards the true ending. If Monica finds her, her body is located in a locker in the storage room where the key to the second floor of the cafe is.
In Scenario Three, she has a brief voice call. When in the holds and after evading the Scissorwalker's attack there, she will call Rooney Simpson attempting to warn her that one of the staff members, Eric, is dangerous only to end up cut off (presumably due to being killed by Scissorwalker). However, by this point, Jessica is already dead, implying that it was a post-mortem phone call. It can be theorized that Eric killed Jessica.
In the finale, Jessica's body is strung in the dance hall.