Unfortunately, with the release of iOS 9.2, Apple has blocked the exploits used to jailbreak your iDevices, therefore it is recommended to stay away from the company's latest iOS release if you want to keep your Jailbreak alive, since there is no available Jailbreak for it at the moment.
However if you are running iOS 9.1 or an earlier release and haven't Jailbroken your iOS device yet, you can always perform a simple Untethered Jailbreak using the TaiG Jailbreak on either Windows or Mac computers.
TSSstatus