Translation:They are fine.
No, I think it means "they don't have things/issues" i.e. they're fine.... It's just the way they do it, maybe an English speaker might ask "no worries?" and someone could reply "no worries" - this would be grammatically a similar exchange, though the English version is I think much more informal than the Swahili form.
This is not a conjugation of a verb kujambo -- there is no such verb in Swahili. It is a shortening of the verb kuwa na (to have) combined with the noun jambo (matter, thing, affair, issue, etc). So, sina jambo, huna jambo, hana jambo, hatuna jambo, hamna jambo, hawana jambo become sijambo, hujambo, hajambo, hatujambo, hamjambo, hawajambo.