А можно сказать "Have you heard from Jenny anything?" или "Have you heard anything from Jenny?"
"Have you heard from Jenny anything?" - неправильно.
"Have you heard anything from Jenny?" = Вы слышали что-нибудь от Дженни (Всмысле, сказала ли что-то Дженни)
Can I ask: "Have you anything heard about Jenny?" ? Like this: "Have you ever been in St.Petersburg?"
Nope, it does not work that way.
"Ever" is an adverb. Adverbs like ever, never, often, rarely, always etc. are usually after the auxiliary and before the main verb: "She often comes here"/ "I am always late" .
- for some of these, other positions are also available: "She comes here often", "Sometimes I am late" .
"Anything" is a pronoun. The object, in this case. It should come after the verb, just as a noun would.
Apparently "What have you heard about Jenny" is incorrect. How would one ask such a question in Russian then?
She's an athlete from Canada, has many kids that are playing music in their garage at night, she's an A student in college...this much.