Well I'll try to keep this short and sweet...
You star off by making a Common Event, and name it 'Jump', and set its Trigger to 'Parallel Process'.
Now in the Event Box, add a Key Input Processing (3rd Tab) and set 'Store In Variable' and name the Variable Jump.
Untick all the boxes, except for the button you want to be the jump button. (I recommend using +)
Under that, put 'Conditional Branch' ('Fork Condition' on Rm2k) and go to the 2nd tab, and choose 'Sprite', then choose 'Hero'
and then hoose 'Is Facing Up'. In the handler, put 'Move Event', choose Hero, and put in 'Begin Jump, Move Up, Move up, End Jump'.
In the else section, put 'Conditional Branch', once again choose 'Sprite', 'Hero' and 'Facing Right'.
In the handler pu 'Move Event', 'Hero', 'Begin Jump, Move Move Right, Move right, End Jump'.
In the 'Else' section, you just repeat but with 'Sprite, Hero, Facing Down' and with 'Begin Jump, Move Down, Move Down, End Jump',
andthen in the else section, you once again do the same thing, but with 'Hero Facing Left' and with 'Begin Jump, Move Left, Move Left, End Jump'.
So this is a nice, simple way of implementing 4-Directional Jumping into an RPG. I apologise if I didn't explain things well, as this is my first Tutorial, but I hope it helps!