How do I set gravity?

There is no need for a physics engine. It’s basic math. Gravitational acceleration on earth is roughly 9.81 m/s², so to calculate the vertical speed in a given frame:

GRAVITY = -9.81
self.z_speed += GRAVITY * globalClock.getDt()

# Assuming ground plane is at 0 - substitute for airborne check or ground check
self.character.setZ(max(self.character.getZ() + self.z_speed * globalClock.getDt(), 0))

Then to cause the character to jump, just give it an initial upwards velocity, to simulate a momentary force being applied.