JCL provider allows your application to extract debug information from JEDI debug information format. It can be external .jdbg file or injected into executable.
JEDI Code Library (JCL) is a popular freeware open-source code library for Delphi, Kylix, C++ Builder and Free Pascal. It contains JclDebug and JclHookExcept units which can be used to build your own exception tracer from scratch.
Use JCL format when you want to use other Delphi tools which can understand JCL format, but do not understand EurekaLog debug information format. JCL debug information format is de-facto standard of debug information in run-time. Many Delphi-specific tools are able to work with it. It's a custom binary format, which contains unit, class, routines names, and line numbers. It uses ZLib packing to minimize final size. There is no password protection.
You'll need to distribute .jdbg files with your application or inject debug information into executables (controlled by JCL project options).
Note: many versions of Delphi and C++ Builder ships RTL and VCL packages with JCL debug information. You can find it in .jdbg files near .bpl files in \Bin folder. So, if you build a packaged application - you probably should enable JCL debug information provider and distribute RTL and VCL .bpl/.jdbg files along with your application. If you want the same for non-Delphi system DLLs - use Microsoft debug provider.